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AR, MA, ARIMA Predictions

Automatically determine the best model (AR, MA, or ARIMA) and generate future predictions.

Additional Information

Can only compute partial correlations for lags up to 50% of the sample size. Base lag is set to 10, so the time series must be at least 20 observations long.

Inputs

Results

Predicted Time Series: N/A

Best Model Selected (AR, MA, or ARIMA): N/A

Model Parameters (p, q): N/A

Stocks