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AutoRegressive Integrated Moving Average

Stock market AutoregressiveAvanza

AutoRegressive Integrated Moving Average (ARIMA): A linear stochastic model forecasting methodology described by Box and Jenkins in their book "Time Series Analysis, Forecasting and Control".

 


ARIMA: See AutoRegressive Integrated Moving Average.
ARMAX (AutoRegressive Moving Average eXogenous variables model): The combination of fundamental variables outside the particular market that correlates with the independent variable added ...

See also: Floor broker, Basis Point, Bear, Bear Market, Beta

Stock market AutoregressiveAvanza

 
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