1. Autoregressive integrated moving average - Wikipedia


    In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a …

  2. Autoregressive model - Wikipedia


    Definition. The notation () indicates an autoregressive model of order p. The AR(p) model is defined as = +=+ where , …, are the parameters of the model ...

  3. Financial Econometrics - cefims.ac.uk

    https://www.cefims.ac.uk/documents/sample-170.pdf · Файл PDF

    Financial Econometrics 6 University of London Unit 7 Vector Autoregressive Models 7.1 Introduction 7.2 Vector Autoregressive Models 7.3 Issues in VAR

  4. An Introductory Study on Time Series Modeling and Forecasting

    https://arxiv.org/pdf/1302.6613 · Файл PDF

    An Introductory Study on Time Series Modeling and Forecasting Ratnadip Adhikari R. K. Agrawal

  5. TIME SERIES - University of Cambridge

    www.statslab.cam.ac.uk/~rrw1/timeseries/t.pdf · Файл PDF

    Keywords ACF, 2 AR(p), 2 ARIMA(p,d,q), 6 ARMA(p,q), 5 autocorrelation function, 2 autocovariance function, 2, 5 autoregressive moving average process, 5

  6. Stock Price Prediction Using the ARIMA Model - IJSSST

    ijssst.info/Vol-15/No-4/data/4923a105.pdf · Файл PDF

    Stock Price Prediction Using the ARIMA Model 1Ayodele A. Adebiyi., 2Aderemi O. Adewumi 1,2School of Mathematic, Statistics & Computer Science

  7. Time Series Analysis of Household Electric Consumption ...

    www.iaeng.org/publication/IMECS2013/IMECS2013_pp295-300.pdf · Файл PDF

    Abstract—The purposes of this research are to find a model to forecast the . electricity . consumption in a household and to find the most suitable forecasting ...

  8. Journal of Econometrics - ScienceDirect.com


    The online version of Journal of Econometrics at ScienceDirect.com, the world's leading platform for high quality peer-reviewed full-text journals.

  9. Time Series Analysis for Business Forecasting


    Effective Modeling for Good Decision-Making What is a model? A Model is an external and explicit representation of a part of reality, as it is seen by individuals who ...