Krahasoni metodat

	Model ARMA (Autoregressive Moving Average)	Modeli Autoregresiv (AR)
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1970	1970s (popularised 1976)
Krijuesi	George E. P. Box and Gwilym M. Jenkins	George E. P. Box and Gwilym M. Jenkins
Lloji	Time series model	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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Emërtime të tjera	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	AR model, AR(p) model, autoregression, AR process
Të lidhura	5	6
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.	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.