Investopedia

What Are Autoregressive Models? How They Work and Example

Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
Investopedia

Master ARIMA: Your Guide to Time Series Forecasting

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
JSTOR Daily

Formulae for the Expected Values of the Sampled Variance and Covariances from Series Generated by General Autoregressive Integrated Moving Average Processes of Order (p, d, q)

We provide formulae for the expected variances and autocovariances, given a time series realisation from any stationary or once integrated stationary mixed autoregressive moving average process, and ...
JSTOR Daily

A Note on the Estimation of the Parameters of the Autoregressive-Moving Average Process

This is a preview. Log in through your library . Abstract Patterson & Thompson (1971) have described a modified maximum likelihood technique for estimating variance components in the additive mixed ...