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Autoregressive moving average model ARMA

Autoregressive, moving-average model, ARMA(p, q) S(z-i) A combination of the MA and AR graphs from which an estimate of the orders can be obtained. ... [Pg.240]

First an ARMA (autoregressive moving average) model will be explained without taking into account trends and seasonal effects in order to get a better understanding of the method. [Pg.234]

The d3Tiamic response of e k) can be expressed as an autoregressive moving average (ARMA) model or a moving average (MA) time series model ... [Pg.235]

The autoregressive, moving-average process denoted as ARMA(p, q) is one of the most common times series models that can be used. It has the general form given as... [Pg.235]

This section describes the class of the most common ARMA models and some of their extensions. The term ARMA combines both basic types of time-dependencies, the autoregressive (AR) model and the moving average (MA) model. Suppose a time series y = collected over T periods with zero mean. Autoregressive dependency means that any observation yt depends on previous observations yt-i of this time series with i = 1,. ..,p such that... [Pg.25]

See other pages where Autoregressive moving average model ARMA is mentioned: [Pg.222]    [Pg.222]    [Pg.305]    [Pg.91]    [Pg.98]    [Pg.284]    [Pg.368]    [Pg.42]    [Pg.2100]    [Pg.105]    [Pg.446]    [Pg.613]    [Pg.560]    [Pg.1677]    [Pg.161]    [Pg.27]    [Pg.450]    [Pg.47]   
See also in sourсe #XX -- [ Pg.222 , Pg.235 , Pg.236 , Pg.240 , Pg.245 , Pg.246 , Pg.247 , Pg.248 , Pg.249 , Pg.254 , Pg.271 , Pg.275 ]



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