Comparer des méthodes

	Modèle Moyenne Mobile (MM)	Modèle autorégressif (AR)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1970	1970s (popularised 1976)
Auteur d'origine	Box and Jenkins	George E. P. Box and Gwilym M. Jenkins
Type	Linear time series model	Time series model
Source fondatrice	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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Alias	MA model, MA(q) process, moving-average process, Box-Jenkins MA	AR model, AR(p) model, autoregression, AR process
Apparentées	5	6
Résumé	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.	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.