Autoregressive–moving-average model
In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic process in terms of two polynomials, one for the autoregression and the second for the moving average. The general ARMA model was described in the 1951 thesis of Peter Whittle, Hypothesis testing in time series analysis, and it was popularized in the 1971 book by George E. P. Box and Gwilym Jenkins. ARIMA models can be estimated following the Box-Jenkins approach.
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Autoregressive–moving-average model
In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic process in terms of two polynomials, one for the autoregression and the second for the moving average. The general ARMA model was described in the 1951 thesis of Peter Whittle, Hypothesis testing in time series analysis, and it was popularized in the 1971 book by George E. P. Box and Gwilym Jenkins. ARIMA models can be estimated following the Box-Jenkins approach.
has abstract
Autoregresja – metoda predykcj ...... ości trendu.
* to błąd modelu
@pl
Das Akronym ARMA (Autoregressi ...... ere Prozesse zu approximieren.
@de
Em econometria de séries tempo ...... undo a ordem de médias móveis.
@pt
En estadística, los modelos au ...... en de la parte de media móvil.
@es
En statistique, les modèles AR ...... mobile MA(q) est un ARMA(0,q)
@fr
Il modello autoregressivo a me ...... nici, idraulici o elettronici.
@it
In the statistical analysis of ...... wing the Box-Jenkins approach.
@en
Модель авторегрессии — скользя ...... ель скользящего среднего (MA).
@ru
نموذج الانحدار الذاتي والمتوسط ...... و q درجة جزء المتوسط المتحرك.
@ar
自回归滑动平均模型(英语:Autoregressive mo ...... 零售研究中,用于具有季节变动特征的销售量、市场规模的预测等。
@zh
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Autoregresja – metoda predykcj ...... ości trendu.
* to błąd modelu
@pl
Das Akronym ARMA (Autoregressi ...... ere Prozesse zu approximieren.
@de
Em econometria de séries tempo ...... undo a ordem de médias móveis.
@pt
En estadística, los modelos au ...... en de la parte de media móvil.
@es
En statistique, les modèles AR ...... gressif AR(p) est un ARMA(p,0)
@fr
Il modello autoregressivo a me ...... nici, idraulici o elettronici.
@it
In the statistical analysis of ...... wing the Box-Jenkins approach.
@en
Модель авторегрессии — скользя ...... ель скользящего среднего (MA).
@ru
نموذج الانحدار الذاتي والمتوسط ...... ليم جينكنز. يشار لنموذج آرما ب
@ar
自回归滑动平均模型(英语:Autoregressive mo ...... 零售研究中,用于具有季节变动特征的销售量、市场规模的预测等。
@zh
label
ARMA
@fr
ARMA
@pt
ARMA-Modell
@de
ARMA模型
@zh
Autoregresja
@pl
Autoregressive–moving-average model
@en
Modello autoregressivo a media mobile
@it
Modelo autorregresivo de media móvil
@es
Модель авторегрессии — скользящего среднего
@ru
نموذج الانحدار الذاتي والمتوسط المتحرك
@ar