8.12 Further reading
- The classic text which popularised ARIMA modelling was Box & Jenkins (1970). The most recent edition is Box, Jenkins, Reinsel, & Ljung (2015), and it is still an excellent reference for all things ARIMA.
- Brockwell & Davis (2016) provides a good introduction to the mathematical background to the models.
- Peña, Tiao, & Tsay (2001) describes some alternative automatic algorithms to the one used by