• Autoregressive Integrated Moving Average (ARIMA) models predict future values based on past values.

  • ARIMA uses lagging moving averages to smooth time series data.
  • They are widely used in technical analysis to predict the future prices of securities.
  • Autoregressive models implicitly assume that the future will be similar to the past.
  • Therefore, they may not be accurate under certain market conditions such as financial crises or periods of rapid technological change.