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Model ARIMA Teguh×Model ARIMA (Autoregressive Integrated Moving Average)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal1986–19931970
PengasasTsay (1986); Chen & Liu (1993)George Box and Gwilym Jenkins
JenisRobust time series modelTime series forecasting model
Sumber perintisTsay, R. S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81(393), 132–141. DOI ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Aliasrobust ARIMA, outlier-resistant ARIMA, robust time series estimation, ARIMA with outlier detectionARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Berkaitan46
RingkasanRobust ARIMA extends the classical ARIMA framework to detect and correct the influence of outliers and structural breaks during estimation. By jointly identifying anomalous observations and re-estimating model parameters, it produces coefficient estimates and forecasts that are far less distorted by isolated shocks or data errors than standard ARIMA.The 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.
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ScholarGateBandingkan kaedah: Robust ARIMA model · ARIMA model. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare