Applying ARIMA Forecasts by ERIC WEISS, Ph.D.
ARTICLE SYNOPSIS ...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.