Võrdle meetodeid

	ARIMA mudel (autoregressiivne integreeritud libisev keskmine)	Autoregressiivne mudel (AR)
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1970	1970s (popularised 1976)
Looja	George Box and Gwilym Jenkins	George E. P. Box and Gwilym M. Jenkins
Tüüp	Time series forecasting model	Time series model
Algallikas	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Rööpnimetused	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	AR model, AR(p) model, autoregression, AR process
Seotud	6	6
Kokkuvõte	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.	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.