Box-Jenkins ARIMA Advanced Time Series

  • By Admin
  • November 19, 2014
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Theory One very powerful advanced times-series forecasting tool is the ARIMA or Auto-Regressive Integrated Moving Average approach, which assembles three separate tools into a comprehensive model. The first tool segment … Continue Reading →

Cubic Spline Interpolation and Extrapolation

  • By Admin
  • November 12, 2014
  • Comments Off on Cubic Spline Interpolation and Extrapolation

Theory Sometimes there are missing values in a time-series dataset. For instance, interest rates for years 1 to 3 may exist, followed by years 5 to 8, and then year … Continue Reading →