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Modeli wa Wastani unaosonga (MA) wa mpangilio q×Modeli ya ARMA (Autoregressive Moving Average)×Muundo wa Autoregressive (AR)×
NyanjaEkonometrikiEkonometrikiEkonometriki
FamiliaRegression modelRegression modelRegression model
Mwaka wa asili197019701970s (popularised 1976)
MwanzilishiBox and JenkinsGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. Jenkins
AinaLinear time series modelTime series modelTime series model
Chanzo asiliaBox, 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
Majina mbadalaMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR process
Zinazohusiana556
MuhtasariThe 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 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.
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ScholarGateLinganisha mbinu: Moving Average Model · ARMA model · Autoregressive model. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare