AutoRegressive Integrated Moving Average |
  |
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
 
|