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ऑटोरेग्रेसिव मॉडल (AR)×ARMA मॉडल (ऑटोरिग्रेसिव मूविंग एवरेज)×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष1970s (popularised 1976)1970
प्रवर्तकGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. Jenkins
प्रकारTime series modelTime series model
मौलिक स्रोतBox, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
उपनामAR model, AR(p) model, autoregression, AR processARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
संबंधित65
सारांशAn 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.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.
ScholarGateडेटासेट
  1. v1
  2. 2 स्रोत
  3. PUBLISHED
  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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