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Article Archive For Thomas H. Lincoln

  • 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...







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