On the Collection of Time Series Data

1 July 1975

journal article
Published by Taylor & Francis in Journal of the Operational Research Society

Vol. 26 (2) , 331-335
https://doi.org/10.1057/jors.1975.68

Abstract

Points concerning the simulation of Box-Jenkins processes and the collection of real series are discussed. These include the effects of rounding, observation error, aggregation of subseries and observing at an incorrect sampling interval; and the time required for a simulated series to "warm up".

Keywords

TIME SERIES
COLLECTION OF TIME
POINTS CONCERNING
AGGREGATION
INCORRECT SAMPLING
REAL SERIES
JENKINS PROCESSES
SIMULATED SERIES
BOX JENKINS
SAMPLING INTERVAL

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