This article works through the ARIMA method to time series forecasting with respect to WTI crude oil prices. Using a set of monthly oil prices from January 2003 to October 2016 the data are best ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 26, No. 3 (1977), pp. 290-301 (12 pages) In this paper the difficulty in deciding the order of an ARIMA (autoregressive ...