To use input series, list the input series in a CROSSCORR= option on the IDENTIFY statement and specify how they enter the model with an INPUT= option on the ESTIMATE statement. For example, you might ...

Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In the previous post, we presented a system for trading VXX, a volatility Exchange Traded Note. The trading ...

A unified approach for the tentative specification of the order of mixed stationary and nonstationary ARMA models is proposed. For the ARMA models, an iterative regression procedure is given to ...