arma

Hi everyone, It's my first thread on this forum so I hope I don't post it wrongly. Nice to meet you by the way, I'm Julien, and I'm a french preparer to the FRM (hopefully November session) working since 10 years in Operational Risk area. I have hard time understanding the following sentence in...

Learning outcomes: Define and describe the properties of the autoregressive moving average (ARMA) process. Describe the application of AR and ARMA processes. Questions: 512.1. Each of the following is a motivating for an autoregressive moving average (ARMA) process EXCEPT which is not? a. AR...