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Re: ARIMA Box-Jenkins Analysis on YenSpot



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In a message dated 99-04-18 13:38:14 EDT, gbodnar@xxxxxxxxxxxxxxxx writes:

> Does anyone know anything about ARIMA Box-Jenkins analysis?
>  The analysis will give out forecasts among other things..
>  Today, the idiotbox gave out forecast on Yen and it should go to
>  117.77-120.05. The upperbound should be @117.92-122.08. The lowerbound
>  is @117.61-118.02. This is not a trading suggestion. It is what I got
>  from this idiotbox program..
>  
>   Arimex Box-Jenkins Time Series analysis for Excel

Gary

         I spent hours fooling with it years ago.   Bottom line is predicting 
is a mathematical process, where the markets are human beings reacting.  My 
suggest is forget it and learn to trade by watching the markets you are 
interested in and learning their behavior.

              Pete