The goal of a time series regression problem is best explained by a concrete example. Suppose you own an airline company and you want to predict the number of passengers you'll have next month based ...

The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...

Business forecasting is essential for the survival for companies of all sizes. The building block used by forecasters is historical data or the past performance of the business to predict future ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

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 ...

Why it's not a time series model: Decision trees are non-parametric models that partition the data into subsets based on a ...