Time-series analysis is a method for explaining sequential problems. It is convenient when a continuous variable is time-dependent. In finance, we frequently use it to discover consistent patterns in the market data and forecast future prices. This chapter offers a comprehensive introduction to time-series analysis. It first covers ways of finding stationary in series data using the augmented Dickey-Fuller (ADF) test and testing for white noise and autocorrelation. ...
© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2021
T. C. NokeriImplementing Machine Learning for Financehttps://doi.org/10.1007/978-1-4842-7110-0_22. Forecasting Using ARIMA, SARIMA, and the Additive Model
Tshepo Chris Nokeri1
(1)
Pretoria, South Africa
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