Módszerek összehasonlítása

	ARMA-modell (Autoregresszív Mozgóátlag)	Mozgóátlag (MA) modell
Tudományterület	Ökonometria	Ökonometria
Módszercsalád	Regression model	Regression model
Keletkezés éve	1970	1970
Megalkotó	George E. P. Box and Gwilym M. Jenkins	Box and Jenkins
Típus	Time series model	Linear time series model
Alapmű	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Alternatív nevek	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	MA model, MA(q) process, moving-average process, Box-Jenkins MA
Kapcsolódó	5	5
Összefoglaló	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.	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.