econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA)...

autoregressive–moving-average (ARMA) models are a way to describe of a (weakly) stationary stochastic process using autoregression (AR) and a moving average...

fitting a moving-average model. Autoregressive–moving-average model Autoregressive integrated moving average Autoregressive model Finite impulse response...

autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average)...

the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated...

George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit...

conditional expectations of the balances being audited using autoregressive integrated moving average (ARIMA) methods and general regression analysis methods...

models can be combined into an autoregressive-moving average (ARMA) model, or an autoregressive-integrated-moving average (ARIMA) model if non-stationarity...

exponentially weighted moving average (EWMA). Technically it can also be classified as an autoregressive integrated moving average (ARIMA) (0,1,1) model...

autoregressive moving-average (ARMA) and autoregressive integrated moving-average (ARIMA) models. The autoregressive fractionally integrated moving-average...

degrees of freedom. The Ljung–Box test is commonly used in autoregressive integrated moving average (ARIMA) modeling. Note that it is applied to the residuals...

Random walk Autoregressive process Unit root Moving average process Autoregressive–moving-average model Autoregressive integrated moving average Vector autoregressive...

family of daimyo Arima (surname), a Japanese surname ARIMA, autoregressive integrated moving average, model in statistics Arima (parliamentary constituency)...

(1970). "Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models". Journal of the American Statistical...

autocovariance. Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are specific forms of processes with autocorrelation...

average Autoregressive integrated moving average Autoregressive model Autoregressive–moving-average model Auxiliary particle filter Average Average treatment...

additive model Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average Autoregressive conditional...

series models like Autoregressive (AR) model, Autoregressive moving average model (ARMA), Autoregressive integrated moving average (ARIMA) model and other...

series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...

seasonal smoothing method, called Winter's Method, and ARIMA (Autoregressive Integrated Moving Average). It was also the first version to support JSL, JMP Scripting...

variable being forecast and on past prediction errors) Autoregressive integrated moving average (ARIMA) (ARMA on the period-to-period change in the forecast...

series analysis Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average model Anomaly time...

{\displaystyle K} (such as the geometric average F 0 K {\displaystyle {\sqrt {F_{0}K}}} or the arithmetic average ( F 0 + K ) / 2 {\displaystyle \left(F_{0}+K\right)/2}...

Simultaneous equation systems, large econometric models. ARIMA (autoregressive, integrated moving average) and transfer function models. Spectral analysis. Kalman...

error variance in a time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is assumed for the error variance...

series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...

using an comparative interrupted time series analysis with autoregressive integrated moving average (ARIMA). A 2014 review of theory-driven evaluation in school...

Phillips–Perron test (PP) Dickey Pantula test In addition to autoregressive (AR) and autoregressive–moving-average (ARMA) models, other important models arise in regression...

(S:DC) Autoregressive integrated moving average / (FS:C) Autoregressive model / (FS:C) Autoregressive–moving-average model / (FS:C) Moving-average model /...

series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...