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Model ARIMA (Autoregressive Integrated Moving Average)×Model ARMA (Autoregresif Moving Average)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal19701970
PengasasGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
JenisTime series forecasting modelTime series model
Sumber perintisBox, 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 ↗
AliasARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Berkaitan65
RingkasanThe 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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ScholarGateBandingkan kaedah: ARIMA model · ARMA model. Dicapai 2026-06-15 daripada https://scholargate.app/ms/compare