方法证据记录
ARMA model
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.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Autoregressive Moving Average Model
分类方法记录 · regression-model / econometrics
- Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. · URL
- Brockwell, P. J., & Davis, R. A. (2002). Introduction to Time Series and Forecasting (2nd ed.). Springer. · ISBN 978-0387953519
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