Time Series Forecasting: ARMAX by Thomas H. Lincoln
ARTICLE SYNOPSIS ...Time Series Forecasting: ARMAX by Thomas H. Lincoln
As an avid reader of stock market books and newspapers, I have observed the overwhelming number
of graphic illustrations of economic and market indicators. Oftentimes some indicators are contradicted
by others and leave the future direction of the market probable, but not always quantitatively definite.
Determined to make a useful forecast from the many graphs and indicators, I have combined a multiple
regression model of several economic indicators and related market indicators with the autoregressive
moving average (ARMA) models of Box-Jen...