Home > Articles > Volume 19 (2001) > Chapter 7 (July 2001) > V. 19:7 (50): Sidebar: VIMA computation by R.G. Boomers

V. 19:7 (50): Sidebar: VIMA computation by R.G. Boomers

V. 19:7 (50): Sidebar: VIMA computation by R.G. Boomers
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Sidebar: VIMA computation by R.G. Boomers

This example is limited to a small number of periods, differences, and averages in order to be understood easily.

The complexity of the VIMA calculation rises quickly as more data, differences, and averages are added. In addition, the example does not include the backtesting of the various moving average pairs.




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