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Model Purata Bergerak (MA)×Model ARMA (Autoregresif Moving Average)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal19701970
PengasasBox and JenkinsGeorge E. P. Box and Gwilym M. Jenkins
JenisLinear time series modelTime series model
Sumber perintisBox, 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 ↗
AliasMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Berkaitan55
RingkasanThe 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 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: Moving Average Model · ARMA model. Dicapai 2026-06-15 daripada https://scholargate.app/ms/compare