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	Bayesiansk ARMA-modell	Bayesiansk ARIMA-modell
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1970s–1980s	1970s (ARIMA); Bayesian extension prominent from 1990s
Upphovsperson	Box & Jenkins (classical ARMA); Bayesian treatment developed through work of Zellner, Geweke, and others in 1970s–1980s	Pole, West & Harrison (Bayesian treatment); Box & Jenkins (ARIMA foundation)
Typ	Bayesian time series model	Bayesian time series model
Ursprungskälla	Geweke, J., & Meese, R. (1981). Estimating regression models of finite but unknown order. International Economic Review, 22(1), 55–70.	Pole, A., West, M., & Harrison, J. (1994). Applied Bayesian Forecasting and Time Series Analysis. Chapman & Hall. ISBN: 978-0412416903
Alias	Bayesian ARMA, B-ARMA, Bayesian autoregressive moving average, ARMA with Bayesian inference	Bayesian ARIMA, BARIMA, Bayesian Box-Jenkins model, Bayesian integrated time series model
Närliggande	6	6
Sammanfattning	The Bayesian ARMA model applies Bayesian inference to the classical autoregressive moving average framework for stationary univariate time series. Rather than producing single point estimates for the AR and MA parameters, it yields full posterior distributions, naturally incorporating prior knowledge and providing coherent uncertainty quantification over forecasts and impulse responses.	The Bayesian ARIMA model combines the classical Box-Jenkins ARIMA framework with Bayesian inference. Instead of obtaining single point estimates for autoregressive and moving average parameters, it places prior distributions over them and uses observed data to update beliefs into a full posterior distribution, enabling coherent uncertainty quantification and probabilistic forecasting.