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ARMA, ARIMA, GARCH.

AutoRegressive Statistical Time-Series Forecasting Models.

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FinThink
Jun 10, 2023
∙ Paid

Sit tight because this is a good one.

We are seeking auto-correlation.
 
This is a portion of Econometrics at a high level, let's start with:
 
It's lengthy so I had to split it into two posts.
Post I, I'll break down data series types.
Post II, I'll break down statistical models and use cases.

Auto regression is a standard technique in signal processing where …

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