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	ARMA मॉडल (ऑटोरिग्रेसिव मूविंग एवरेज)	मजबूत सामान्यीकृत न्यूनतम वर्ग (मजबूत GLS)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1970	1936 / 1980
प्रवर्तक	George E. P. Box and Gwilym M. Jenkins	Aitken (GLS theory, 1936); White (robust covariance, 1980)
प्रकार	Time series model	Robust linear regression
मौलिक स्रोत	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson. Chapter 9: The Generalized Regression Model and Heteroscedasticity. ISBN: 978-0131395381
उपनाम	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	robust generalized least squares, GLS with robust standard errors, heteroscedasticity-consistent GLS, HC-GLS
संबंधित	5	5
सारांश	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.	Robust GLS extends classical Generalized Least Squares by pairing GLS coefficient estimation with heteroscedasticity- and autocorrelation-consistent (HAC) standard errors, or by using M-estimation within the GLS framework. It corrects for non-spherical errors — heteroscedasticity, autocorrelation, or both — while also guarding inference against misspecification of the error covariance structure.