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Model ARIMA (Autoregressive Integrated Moving Average)×Model Autoregresif (AR)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal19701970s (popularised 1976)
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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
AliasARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)AR model, AR(p) model, autoregression, AR process
Berkaitan66
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.An 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.
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ScholarGateBandingkan kaedah: ARIMA model · Autoregressive model. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare