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Model Purata Bergerak (MA)×Model Autoregresif (AR)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal19701970s (popularised 1976)
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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
AliasMA model, MA(q) process, moving-average process, Box-Jenkins MAAR model, AR(p) model, autoregression, AR process
Berkaitan56
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.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: Moving Average Model · Autoregressive model. Dicapai 2026-06-15 daripada https://scholargate.app/ms/compare