• 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
  • autoregressivemoving-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)...
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  • fitting a moving-average model. Autoregressivemoving-average model Autoregressive integrated moving average Autoregressive model Finite impulse response...
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  • the moving-average (MA) model, it is a special case and key component of the more general autoregressivemoving-average (ARMA) and autoregressive integrated...
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  • 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...
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  • 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
  • Thumbnail for Time series
    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...
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  • family of daimyo Arima (surname), a Japanese surname ARIMA, autoregressive integrated moving average, model in statistics Arima (parliamentary constituency)...
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  • error variance in a time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is assumed for the error variance...
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  • variable being forecast and on past prediction errors) Autoregressive integrated moving average (ARIMA) (ARMA on the period-to-period change in the forecast...
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  • Thumbnail for Autocorrelation
    as unit root processes, trend-stationary processes, autoregressive processes, and moving average processes. In statistics, the autocorrelation of a real...
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  • Random walk Autoregressive process Unit root Moving average process Autoregressivemoving-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...
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  • series analysis Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average model Anomaly time...
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  • 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...
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  • (S:DC) Autoregressive integrated moving average / (FS:C) Autoregressive model / (FS:C) Autoregressivemoving-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...
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  • average Autoregressive integrated moving average Autoregressive model Autoregressivemoving-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...
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  • {\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}...
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  • 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...
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  • additive model Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average Autoregressive conditional...
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  • Thumbnail for Galves–Löcherbach model
    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