Glossaria.net

Glossary Time-Series / Term

ARIMA

An abbreviation for Autoregressive Integrated Moving Average. This class of forecasting models, popularized by Box and Jenkins, is comprised of an AR parameter that represents the order of the autoregressive portion of the model, and an MA parameter that represents the order of the moving average in the model.

Permanent link ARIMA - Modification date 2019-12-22 - Creation date 2019-12-22


< AR Glossary / Time-Series ARMA >