long-horizon
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P1.T2.20.25 Forecasting ARMA models
Learning objectives: Explain how forecasts are generated from ARMA models. Describe the role of mean reversion in long-horizon forecasts. Explain how seasonality is modeled in a covariance-stationary ARMA. Questions: 20.25.1. Below is plotted the monthly growth rate of a new cryptocurrency...- Nicole Seaman
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- arma-models covariance-stationary forecasting long-horizon mean-reversion seasonality
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- Forum: FRM® Practice Questions