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 ...
This is a preview. Log in through your library . Abstract If the noise process et in an ARMA model $\phi (B)X_{t}=\theta (B)e_{t}$ is nonstationary, also the time series generated by the model will be ...
A problem of interest in economic and finance applications is testing whether ARMA (Autoregressive moving average) errors are uncorrelated under weak assumptions, namely assumptions where the errors ...