...-regressive integrated moving average (ARIMA) model. This model was built under a Box–Jenkins methodology (Box and Jenkins, 1976) and was subjected to an augmented Dickey–Fuller (ADF) test to check the stationarity of the data. The methodology includes three main steps to estimate and forecast the model...

...Mohammad Al‐Shiab This study examines the univariate ARIMA forecasting model, using the Amman Stock Exchange (ASE) general daily index between 4/1/2004 and 10/8/2004; with out‐of‐sample testing undertaken on the following seven days. Different diagnostic tests were performed to find the best model...