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Model pomičnih prosjeka (MA)×ARIMA model (Autoregressive Integrated Moving Average)×Model ARMA (Autoregresivni pokretni prosjek)×
PodručjeEkonometrijaEkonometrijaEkonometrija
ObiteljRegression modelRegression modelRegression model
Godina nastanka197019701970
TvoracBox and JenkinsGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
VrstaLinear time series modelTime series forecasting modelTime series model
Temeljni izvorBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, 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 naziviMA model, MA(q) process, moving-average process, Box-Jenkins MAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Srodne565
SažetakThe 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.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.
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ScholarGateUsporedite metode: Moving Average Model · ARIMA model · ARMA model. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare