Advertising

Autoregressive

• Using past data to predict future data.

 
 Embedded terms in definition
 Future
 
 Referenced Terms
 Arch: Is Autoregressive Conditional Heteroskedasticity. It is a time series approach that models volatility as function of previous returns.

 Egarch: Is Exponential Generalized Autoregressive Conditional Heteroskedasticity (GARCH).

 Extrapolative statistical models: Models that apply a formula to historical data and project results for a future period. Such models include the simple linear trend model, the simple exponential model, and the simple Autoregressive model.

 Garch: Is Generalized Autoregressive Conditional Heteroskedasticity (ARCH). It is a time series approach which models volatility as a function of both previous returns and previous volatilities.

 Igarch: Is Integrated Generalized Autoregressive Conditional Heteroskedasticity (GARCH).

<< Automatic stay Availability float >>

What Happens If a Bank Fails?: How the FDIC protects depositors, including providing quick access to insured funds. More...

The greatest discovery of my generation is that man can alter his life simply by altering his attitude of mind. - James Truslow Adams

Advertising



Copyright 2009-2017 GVC. All rights reserved.