Comparar métodos

	Modelo ARMA (Média Móvel Autorregressiva)	Modelo ARIMA (Autoregressive Integrated Moving Average)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1970	1970
Autor original	George E. P. Box and Gwilym M. Jenkins	George Box and Gwilym Jenkins
Tipo	Time series model	Time series forecasting model
Fonte seminal	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Outros nomes	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Relacionados	5	6
Resumo	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.	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.