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 ...

This article considers testing for first-order moving average against first-order autoregressive disturbances in the linear-regression model. Tests investigated include approximate point-optimal ...

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 ...

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 ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Gordon Scott has been an active investor and technical analyst or 20+ years. He ...