Box-Jenkins ARIMA forecasting judged honestly against the random walk — order picked by ADF+AIC on train only, walk-forward 1-step forecasts with zero look-ahead, RMSE skill vs naive, directional accuracy vs 50%, Ljung-Box residual check, and a sign-trading proof harness with costs. Use for "forecas
Box-Jenkins ARIMA forecasting judged honestly against the random walk — order picked by ADF+AIC on train only, walk-forward 1-step forecasts with zero look-ahead, RMSE skill vs naive, directional accuracy vs 50%, Ljung-Box residual check, and a sign-trading proof harness with costs. Use for "forecast this series", "ARIMA", "does anything predict tomorrow's return". Expects and reports the honest n
Questa voce non pubblica alcun pacchetto npm, quindi Forge non ha un albero delle dipendenze per essa. È una lacuna di copertura, non l'affermazione che non abbia dipendenze.