Krahasoni metodat

	Model ARMA (Autoregressive Moving Average)	Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)	Modeli i Mesatares së Lëvizshme (MA)
Fusha	Ekonometri	Ekonometri	Ekonometri
Familja	Regression model	Regression model	Regression model
Viti i origjinës	1970	1970	1970
Krijuesi	George E. P. Box and Gwilym M. Jenkins	George Box and Gwilym Jenkins	Box and Jenkins
Lloji	Time series model	Time series forecasting model	Linear time series model
Burimi themelues	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.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Emërtime të tjera	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	MA model, MA(q) process, moving-average process, Box-Jenkins MA
Të lidhura	5	6	5
Përmbledhja	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.	The 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.