Exploring Time Series Modeling

A wide range of models can be used to represent various phenomena, while some techniques are particularly effective at capturing the features of a particular phenomenon.

In finance, time series modeling is a perfect example because most financial data contain a time element. There is a great deal of significance in the order in which the data are collected and the correlation between them.

A comparison of traditional time series models is presented in this article. Moving average (MA), autoregressive (AR), and autoregres…