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ARIMA model (Autoregressive Integrated Moving Average)×Model ARMA (Autoregresivni pokretni prosjek)×
PodručjeEkonometrijaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka19701970
TvoracGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
VrstaTime series forecasting modelTime series model
Temeljni izvorBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Drugi naziviARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Srodne65
SažetakThe 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.
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ScholarGateUsporedite metode: ARIMA model · ARMA model. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare