เปรียบเทียบวิธี

	แบบจำลอง ARMA (Autoregressive Moving Average)	แบบจำลอง ARIMA (Autoregressive Integrated Moving Average)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1970	1970
ผู้ริเริ่ม	George E. P. Box and Gwilym M. Jenkins	George Box and Gwilym Jenkins
ประเภท	Time series model	Time series forecasting model
แหล่งต้นตำรับ	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.
ชื่อเรียกอื่น	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
ที่เกี่ยวข้อง	5	6
สรุป	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.