Vertaile menetelmiä

	ARIMA-malli (Autoregressiivinen integroitu liukuva keskiarvo)	ARMA-malli (Autoregressiivinen liikkuva keskiarvo)
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1970	1970
Kehittäjä	George Box and Gwilym Jenkins	George E. P. Box and Gwilym M. Jenkins
Tyyppi	Time series forecasting model	Time series model
Alkuperäislähde	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.
Rinnakkaisnimet	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Liittyvät	6	5
Tiivistelmä	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.	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.