Nature

Continuous-Time Autoregressive Moving Average Processes

Continuous-Time Autoregressive Moving Average (CARMA) processes extend the classical discrete-time ARMA framework to continuous time, offering a flexible modelling approach for phenomena where ...
JSTOR Daily

A Modified Hannan-Rissanen Strategy for Mixed Autoregressive-Moving Average Order Determination

A modification to the model selection strategy for mixed autoregressive-moving average order determination suggested by Hannan & Rissanen (1982) is proposed. The modification is designed to eliminate ...
JSTOR Daily

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

Since dynamic regression equations are often obtained from rational distributed lag models and include several lagged values of the dependent variable as regressors, high order serial correlation in ...
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 ...
InfoWorld

Time series forecasting with ARMA and InfluxDB

Autoregressive moving average models have a number of advantages including simplicity. Here’s how to use an ARMA model with InfluxDB. An ARMA or autoregressive moving average model is a forecasting ...