Application of ARIMA models to forecast the quality of a French cheese: the 'Comté'

In this paper, we present how we have established ARIMA models giving good predictions for the monthly percentage of Comté without making default for nine cooperatives of Jura (France). We detail how we have chosen the three parameters p, d, q of the ARIMA models for each cooperative and we present a method for selecting p and q based on information criteria. This method has also permitted to compare performances of different information criteria.