Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...

Have you ever found yourself wrestling with Excel formulas, trying to calculate moving averages or rolling totals, only to end up frustrated by the constant need for manual adjustments? You’re not ...

Readers and students are constantly asking for some sort of an indicator from which they could discern the potential price direction of a stock or market index. As I have pointed out repeatedly, ...