Võrdle meetodeid

	ARMA mudel (autoregressiivne liikuv keskmine)	ARIMA mudel (autoregressiivne integreeritud libisev keskmine)
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1970	1970
Looja	George E. P. Box and Gwilym M. Jenkins	George Box and Gwilym Jenkins
Tüüp	Time series model	Time series forecasting 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. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Rööpnimetused	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Seotud	5	6
Kokkuvõte	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.	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.