time series forecasting in ICT such as ARIMA model which seems to be an attractive alternative. More recently with the … dedicated for this purpose, the ARIMA model has nevertheless shown an enormous influence as a good alternative in many previous …

forecasting horizon we either favour a denoising step plus an ARIMA forecast or an multiscale wavelet decomposition plus an ARIMA …

explicit nature of the dynamics of the CBS we show that the introduction of herding modifies the random walk to an ARIMA($0 …

We explore the efficiency of the forward Reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of …

examine the best univariate Autoregressive Integrated Moving Average model for forecasting. This research examined ARIMA (p … next step was to find the best ARIMA model. The most important criteria that were used are: R-squared, Adjusted R …

family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on …

Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive …

This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 … forecast using ARIMA method generate static models, and none of them conduct multi-step prediction or out of sample fit. The …-term ARIMAs in predicting accuracy. Specifically, for the short-term ARIMAs appropriate specification is raised as ARIMA (2 …