Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In the previous post, we presented a system for trading VXX, a volatility Exchange Traded Note. The trading ...

An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.

Trevor J. Hefley, Kristin M. Broms, Brian M. Brost, Frances E. Buderman, Shannon L. Kay, Henry R. Scharf, John R. Tipton, Perry J. Williams and Mevin B. Hooten Analyzing ecological data often requires ...