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	Autoregregresný model (AR)	Model ARMA (Autoregresívny kĺzavý priemer)
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1970s (popularised 1976)	1970
Tvorca	George E. P. Box and Gwilym M. Jenkins	George E. P. Box and Gwilym M. Jenkins
Typ	Time series model	Time series model
Pôvodný zdroj	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Ďalšie názvy	AR model, AR(p) model, autoregression, AR process	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Príbuzné	6	5
Zhrnutie	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.	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.