Register or Log In — Traders.com and STOCKS & COMMODITIES magazine
| MAY 1983
Applying ARIMA Forecasts by ERIC WEISS, Ph.D.
Applying ARIMA Forecasts by ERIC WEISS, Ph.D. ""Applying ARIMA Forecasts"" is an article continuing a series started in the October (82) and the January (83) issues of Technical Analysis. AutoRegressive-lntegrated Moving Average(ARIMA) is a forecasting methodology based upon the techniques described by Box and Jenkins in their book: Time Series Analysis, Forecasting and Control, published by Holden-Day, 1976, 2nd ed. With understanding and time one may construct a model of a discrete statistical time series, such as the markets, that will forecast the future with known probable error. To begin, let's use this example: Variable: high Sum of Squared Residuals: 44.76 Residual Variance: .75 Average Absolute Error: .65 Observations: 64 Degrees of Freedom: 60
by ERIC WEISS, Ph.D.
Technical Analysis of STOCKS & COMMODITIES
The Traders’ Magazine since 1982
has had over 1,226,237 subscribers from 174 different countries.
37,000 Page Traders’ Archive for $89.99
NOT A SUBSCRIBER?
To continue reading, sign-up for trial access to Traders.com and the S&C Archive — 37,000 pages of trading ideas!
After verifying your email address, you will have limited access to the S&C Archive, as well as access to a Digital Edition of S&C, and access to Traders.com Advantage and Working Money for 30 days.
Not a subscriber to Technical Analysis of
STOCKS & COMMODITIES magazine?
Click
here to subscribe, or request
a trial subscription.
ALREADY A SUBSCRIBER?
Log-in now to view articles from the S&C Archive.
SAMPLE MAGAZINE LABEL:
123456 20020401First Middle Last
Last
NameCompany
Company
Name*Address line 1
Anywhere WA 12345-6789
*Where applicable
Your Subscriber ID is located at the top of your magazine label, highlighted here in red.
Your last name can be found on the second line, highlighted here in blue.
*If you have a company name on the label, that can also be used. It will appear below your name on the label.
If you do not have a Subscriber ID on your label, you can find it on your statement or renewal form.
For help locating your Subscriber ID number, please call us at 1-800-832-4642 or send an email to Survey@Traders.com. If sending an email, please include your name and mailing address.
Join
us on Facebook
Follow
us on Twitter
DEPARTMENTS: Advertising | Editorial | Circulation | Contact Us | BY PHONE: (206) 938-0570
PTSK — The
Professional Traders' Starter Kit
Home — S&C
Magazine | Working
Money Magazine | Traders.com
Advantage | Online Store | Traders’ Resource
Add a Product
to Traders’ Resource | Message
Boards | Subscribe/Renew | Free
Trial Issue | Article
Code | Search
Copyright © 1982–2024 Technical Analysis, Inc. All rights reserved. Read our disclaimer & privacy statement.