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| Model ARIMA (Autoregresyjny Zintegrowany Model Średniej Ruchomej)× | Model Autoregresywny (AR)× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1970 | 1970s (popularised 1976) |
| Twórca≠ | George Box and Gwilym Jenkins | George E. P. Box and Gwilym M. Jenkins |
| Typ≠ | Time series forecasting model | Time series model |
| Źródło pierwotne≠ | Box, 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 |
| Inne nazwy | ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q) | AR model, AR(p) model, autoregression, AR process |
| Pokrewne | 6 | 6 |
| Podsumowanie≠ | 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. | 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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