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Model kĺzavých priemerov (MA)×Model ARIMA (Autoregressive Integrated Moving Average)×Autoregregresný model (AR)×
OdborEkonometriaEkonometriaEkonometria
RodinaRegression modelRegression modelRegression model
Rok vzniku197019701970s (popularised 1976)
TvorcaBox and JenkinsGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
TypLinear time series modelTime series forecasting modelTime series model
Pôvodný zdrojBox, 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. (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
Ďalšie názvyMA model, MA(q) process, moving-average process, Box-Jenkins MAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)AR model, AR(p) model, autoregression, AR process
Príbuzné566
ZhrnutieThe 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.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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ScholarGatePorovnať metódy: Moving Average Model · ARIMA model · Autoregressive model. Získané 2026-06-18 z https://scholargate.app/sk/compare