Autoregressive Moving Average Model How to Predict Prices
Blog Post:
https://quantstrategy.io/blog/autoregressi...
In time series, we frequently rely on historical data to estimate current and future values. But this isn't always enough. When unforeseen catastrophes such as natural disasters, financial crises, or even wars occur, values can abruptly shift. That is why we require models that can use past data as a basis for forecasts as well as swiftly respond to unexpected shocks. One such model, which considers both previous values and past errors when estimating prospective values, is the Autoregressive Moving Average (ARMA) model.
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