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What Is a Black Box Model? Definition, Uses, and Examples

Discover what black box models are, their applications in finance and investing, and examples of how they drive ...
Simon Fraser University4 年

Example 7.3: Model for Series J Data from Box and Jenkins

This example uses the Series J data from Box and Jenkins (1976). First the input series, X, is modeled with a univariate ARMA model. Next, the dependent series, Y, is cross correlated with the input ...