Methoden vergleichen

	Moving Average (MA) Modell	ARIMA-Modell (Autoregressives integriertes gleitendes Durchschnittsmodell)
Fachgebiet	Ökonometrie	Ökonometrie
Familie	Regression model	Regression model
Entstehungsjahr	1970	1970
Urheber	Box and Jenkins	George Box and Gwilym Jenkins
Typ	Linear time series model	Time series forecasting model
Wegweisende Quelle	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Aliasnamen	MA model, MA(q) process, moving-average process, Box-Jenkins MA	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Verwandt	5	6
Zusammenfassung	The 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 ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.