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ARIMA EXAMPLE- STOCKMARKET

OPEN "stocks.mtw"

Selecta column(stockor marketindex)

We will usea simple1 0 0 model

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(ARIMA uses6 parameters;the meaningoftheseparametersis beyond

the scopeofthis course.)

To forecastthe next5 days:

Pull down"Window","Sessions"Menu

MTB > ARIMA 1 0 0 c8;

SUBC > Forecasts 5.

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