Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...

Moving averages are technical indicators used by investors in the stock market. A moving average (MA) represents the sum of the closing prices of a security over a specific number of periods divided ...

Have you ever found yourself wrestling with Excel formulas, trying to calculate moving averages or rolling totals, only to end up frustrated by the constant need for manual adjustments? You’re not ...

This is a preview. Log in through your library . Abstract The likelihood function for an autoregressive-moving average process observed at n equally spaced time points has a well-known form. This note ...

A moving average is a popular technical analysis tool used to reflect trends in the stock market and individual equities. Option traders use moving averages to determine which direction an equity’s ...

When discussing the numerous and varied market indicators technical traders use to build trading systems, we often point to moving averages. The moving average is one of the basic tools in technical ...

Readers and students are constantly asking for some sort of an indicator from which they could discern the potential price direction of a stock or market index. As I have pointed out repeatedly, ...