In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic...

moving-average model. Autoregressive–moving-average model Autoregressive integrated moving average Autoregressive model Finite impulse response Infinite impulse...

analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. To better comprehend...

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

In statistics, a moving average (rolling average or running average or moving mean or rolling mean) is a calculation to analyze data points by creating...

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

applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past...

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

_{j}}. An example of a linear time series model is an autoregressive moving average model. Here the model for values {Xt{\displaystyle X_{t}}} in a time...

different models: The behavior of the partial autocorrelation function mirrors that of the autocorrelation function for autoregressive and moving-average models...