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• 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. To be...

AUTHOR: ERIC WEISS, Ph.D.DATE: MAY 1983

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• ARIMA Forecasting by ERIC WEISS, PH.D.

  ARTICLE SYNOPSIS ...ARIMA Forecasting by ERIC WEISS, PH.D. In the October 1982 of Technical Analysis, I discussed Autoregressive-Integrated Moving Average (ARIMA) and why it is such an accurate forecasting technique. In this article, I'll discuss how to build an ARIMA model using typical software and present some examples from my program for microcomputers such as the Apple ][, EASI/ ARIMA. Most other ARIMA programs running on large mainframe computers use a similar technique, although the commands are a little different. The approach I like best was developed and popularized by Box and Jenkins at The Universit...

AUTHOR: ERIC WEISS, Ph.D.DATE: JAN 1983

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• Forecasting Commodity Prices Using ARIMA by ERIC WEISS, Ph.D.

  ARTICLE SYNOPSIS ...Forecasting Commodity Prices Using ARIMA by ERIC WEISS, Ph.D. Back in December 1981, J. Louis Anon wrote an article in Commodities called ""Catch Short Term Profits using ARIMA'' and touched off a minor revolution in forecasting commodity and stock option prices with his claims that ARIMA could forecast prices within 1.5 percent. I had written an ARIMA package for statisticians who have an Apple II (or III), which was the only one for a microcomputer. Anon learned of this and referred customers who did not want to use a large mainframe computer (such as the one you can buy time on from his e...

AUTHOR: ERIC WEISS, Ph.D.DATE: OCT 1982