enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Autoregressive moving-average model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_moving...

    ARMA is appropriate when a system is a function of a series of unobserved shocks (the MA or moving average part) as well as its own behavior. For example, stock prices may be shocked by fundamental information as well as exhibiting technical trending and mean-reversion effects due to market participants.

  3. Box–Jenkins method - Wikipedia

    en.wikipedia.org/wiki/Box–Jenkins_method

    In time series analysis, the Box–Jenkins method, [1] named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past values of a time series.

  4. Autoregressive model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_model

    Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated moving average (ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR), which ...

  5. Autoregressive integrated moving average - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_integrated...

    Specifically, ARMA assumes that the series is stationary, that is, its expected value is constant in time. If instead the series has a trend (but a constant variance/autocovariance), the trend is removed by "differencing", [1] leaving a stationary series. This operation generalizes ARMA and corresponds to the "integrated" part of ARIMA ...

  6. Moving-average model - Wikipedia

    en.wikipedia.org/wiki/Moving-average_model

    In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [1] [2] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable.

  7. AOL Mail

    mail.aol.com

    Get AOL Mail for FREE! Manage your email like never before with travel, photo & document views. Personalize your inbox with themes & tabs. You've Got Mail!

  8. Partial autocorrelation function - Wikipedia

    en.wikipedia.org/wiki/Partial_autocorrelation...

    An ARMA(p, q) model's partial autocorrelation geometrically decays to 0 but only after lags greater than p. The behavior of the partial autocorrelation function mirrors that of the autocorrelation function for autoregressive and moving-average models.

  9. NYT ‘Connections’ Hints and Answers Today, Saturday, December 14

    www.aol.com/nyt-connections-hints-answers-today...

    If you've been having trouble with any of the connections or words in Saturday's puzzle, you're not alone and these hints should definitely help you out. Plus, I'll reveal the answers further down