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  1. Nicole Seaman

    P1.T2.20.25 Forecasting ARMA models

    Learning objectives: Explain how forecasts are generated from ARMA models. Describe the role of mean reversion in long-horizon forecasts. Explain how seasonality is modeled in a covariance-stationary ARMA. Questions: 20.25.1. Below is plotted the monthly growth rate of a new cryptocurrency...