Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

This article works through the ARIMA method to time series forecasting with respect to WTI crude oil prices. Using a set of monthly oil prices from January 2003 to October 2016 the data are best ...

AutoRegressive Integrated Moving-Average, or ARIMA, models predict values of a dependent time series with a linear combination of its own past values, past errors (also called shocks or innovations), ...

The IDENTIFY, ESTIMATE, and FORECAST statements are related in a hierarchy. An IDENTIFY statement brings in a time series to be modeled; several ESTIMATE statements can follow to estimate different ...

India is the largest producer of cotton in the world. For proper planning and designing of policies related to cotton, robust forecast of future production is utmost necessary. In this study, an ...

Journal of Applied Meteorology and Climatology, Vol. 59, No. 7 (July 2020), pp. 1239-1259 (21 pages) Drought forecasts could effectively reduce the risk of drought. Data-driven models are suitable ...