econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA)...
24 KB (3,362 words) - 00:07, 20 April 2025
autoregressive–moving-average (ARMA) models are a way to describe a (weakly) stationary stochastic process using autoregression (AR) and a moving average...
19 KB (2,461 words) - 18:47, 14 April 2025
autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average)...
8 KB (1,257 words) - 05:28, 12 January 2025
fitting a moving-average model. Autoregressive–moving-average model Autoregressive integrated moving average Autoregressive model Finite impulse response...
8 KB (1,079 words) - 15:00, 5 May 2024
the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated...
34 KB (5,421 words) - 03:27, 4 February 2025
conditional expectations of the balances being audited using autoregressive integrated moving average (ARIMA) methods and general regression analysis methods...
26 KB (3,125 words) - 23:06, 27 March 2025
George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit...
12 KB (1,543 words) - 08:30, 10 February 2025
Wold's theorem (redirect from Moving average representation)
models can be combined into an autoregressive-moving average (ARMA) model, or an autoregressive-integrated-moving average (ARIMA) model if non-stationarity...
6 KB (816 words) - 15:37, 29 May 2024
autoregressive moving-average (ARMA) and autoregressive integrated moving-average (ARIMA) models. The autoregressive fractionally integrated moving-average...
43 KB (5,025 words) - 15:47, 14 March 2025
exponentially weighted moving average (EWMA). Technically it can also be classified as an autoregressive integrated moving average (ARIMA) (0,1,1) model...
27 KB (4,355 words) - 20:08, 30 April 2025
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...
7 KB (870 words) - 18:19, 1 December 2024
family of daimyo Arima (surname), a Japanese surname ARIMA, autoregressive integrated moving average, model in statistics Arima (parliamentary constituency)...
1 KB (167 words) - 18:41, 1 December 2024
error variance in a time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is assumed for the error variance...
23 KB (3,837 words) - 12:33, 15 January 2025
Forecasting (section Average approach)
variable being forecast and on past prediction errors) Autoregressive integrated moving average (ARIMA) (ARMA on the period-to-period change in the forecast...
41 KB (5,326 words) - 23:17, 19 April 2025
as unit root processes, trend-stationary processes, autoregressive processes, and moving average processes. In statistics, the autocorrelation of a real...
39 KB (5,833 words) - 21:51, 7 May 2025
Random walk Autoregressive process Unit root Moving average process Autoregressive–moving-average model Autoregressive integrated moving average Vector autoregressive...
5 KB (413 words) - 21:49, 5 November 2024
(1970). "Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models". Journal of the American Statistical...
3 KB (387 words) - 02:47, 26 July 2023
series analysis Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average model Anomaly time...
11 KB (1,000 words) - 14:07, 2 May 2024
series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...
5 KB (1,102 words) - 22:43, 13 April 2025
series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...
2 KB (212 words) - 13:14, 20 June 2022
(S:DC) Autoregressive integrated moving average / (FS:C) Autoregressive model / (FS:C) Autoregressive–moving-average model / (FS:C) Moving-average model /...
35 KB (3,026 words) - 12:15, 30 October 2023
series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...
2 KB (262 words) - 15:31, 16 March 2025
average Autoregressive integrated moving average Autoregressive model Autoregressive–moving-average model Auxiliary particle filter Average Average treatment...
87 KB (8,280 words) - 23:04, 12 March 2025
Simultaneous equation systems, large econometric models. ARIMA (autoregressive, integrated moving average) and transfer function models. Spectral analysis. Kalman...
6 KB (661 words) - 12:38, 15 January 2024
{\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}...
18 KB (2,483 words) - 22:26, 10 September 2024
seasonal smoothing method, called Winter's Method, and ARIMA (Autoregressive Integrated Moving Average). It was also the first version to support JSL, JMP Scripting...
33 KB (3,189 words) - 02:26, 4 February 2025
series models like Autoregressive (AR) model, Autoregressive moving average model (ARMA), Autoregressive integrated moving average (ARIMA) model and other...
23 KB (3,276 words) - 00:16, 28 August 2024
using an comparative interrupted time series analysis with autoregressive integrated moving average (ARIMA). A 2014 review of theory-driven evaluation in school...
19 KB (2,519 words) - 22:45, 18 March 2025
additive model Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average Autoregressive conditional...
5 KB (327 words) - 12:15, 30 October 2023
series models Autoregressive conditional heteroskedasticity (ARCH) model Autoregressive integrated moving average (ARIMA) model Autoregressive (AR) model...
17 KB (3,029 words) - 12:14, 15 March 2025