Võrdle meetodeid

	Liikuv keskmine (MA) mudel	ARMA mudel (autoregressiivne liikuv keskmine)
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1970	1970
Looja	Box and Jenkins	George E. P. Box and Gwilym M. Jenkins
Tüüp	Linear time series model	Time series model
Algallikas	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.
Rööpnimetused	MA model, MA(q) process, moving-average process, Box-Jenkins MA	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Seotud	5	5
Kokkuvõte	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 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.