This redirect should not be speedy deleted as an implausible typo or misnomer, because the article itself calls it the Box-Jenkins method. Can't see what is the
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This redirect should not be speedy deleted as an implausible typo or misnomer, because the article itself calls it the Box-Jenkins method. Can't see what is the problem with this redirect. --Lbertolotti (talk) 22:13, 1 October 2016 (UTC)
It is inaccurate to say that the ACF correlogram of an ARMA(p,q) model exhibits "decay, starting after a few lags." In fact, the ARMA(p,q) model exhibits decay in both the ACF and PACF correlograms. It is for this very reason that Tsay recommends using the extended ACF (EACF) to determine the orders of p and q for an ARMA model. Refer to R. Tsay, "Analysis of Financial Time Series," 2nd Ed., pp. 59.
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