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 ...

To use input series, list the input series in a CROSSCORR= option on the IDENTIFY statement and specify how they enter the model with an INPUT= option on the ESTIMATE statement. For example, you might ...

Every state space model has an ARMA representation, and conversely every ARMA model has a state space representation. This section discusses this equivalence. The following material is adapted from ...