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New in Mathematica 10 › Expanded Time Series Processes ›

Time Series Processes with Nonzero Mean 

Mathematica 10 now supports time series processes with nonzero mean function, making it easier to forecast nonzero mean time series.

Sample a path from a nonzero mean ARMA(2,1) process.

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Estimate ARMA(2,1) process from the data.

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Compute the time average of the path and compare it to the mean of the process.

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Forecast time series for the next 31 days.

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Visualize the generated path and the forecast.

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