-- ARIMA (p,d,q): y(t) = c + α1.y(t-1) + … + αp.y(t-p) + β1.ε(t-1) + … + βq.ε(t-q) + εt (univariate) -- ARIMAX: Having a exogenous variables (x) into the ...
The following comment appears to be incorrect since the minimum loss value for AAPL was for the ARCH (1) model i.e. highlighted in Blue. The comment states that GARCH (2,1) had the best result. Unless ...