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نموذج المتوسط المتحرك (MA)×نموذج ARMA (متوسط متحرك ذاتي الانحدار)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19701970
صاحب الطريقةBox and JenkinsGeorge E. P. Box and Gwilym M. Jenkins
النوعLinear time series modelTime series model
المصدر التأسيسيBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
الأسماء البديلةMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
ذات صلة55
الملخصThe Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.
ScholarGateمجموعة البيانات
  1. v1
  2. 2 المصادر
  3. PUBLISHED
  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: Moving Average Model · ARMA model. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare