1. Autoregressive integrated moving average - Wikipedia

    https://en.wikipedia.org/wiki/Autoregressive_integrated_moving_average

    In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an ...

  2. Moving average - Wikipedia

    https://en.wikipedia.org/wiki/Moving_average

    In statistics, a moving average (rolling average or running average) is a calculation to analyze data points by creating series of averages of different subsets of ...

  3. Statistical Analysis Handbook - StatsRef

    www.statsref.com/HTML/index.html?arima.html

    Standard ARIMA models are often described by the triple: (p, d, q) as noted above. These define the structure of the model in terms of the order of AR, differencing ...

  4. ARMA and ARIMA (Box-Jenkins) models - StatsRef

    www.statsref.com/HTML/arima.html

    In the preceding sections we have seen how the value of a univariate time series at time t, x t, can be modeled using a variety of moving average expressions.

  5. EC 823: Applied Econometrics

    fmwww.bc.edu/EC-C/S2013/823/EC823.S2013.nn08.slides.pdf · Файл PDF

    ARIMA and ARMAX models We have presented the model to be a univariate autoregression with a moving-average disturbance …

  6. Introduction to Forecasting with ARIMA in R - data …

    https://www.datascience.com/blog/introduction-to-forecasting-with...

    Data Scientist Ruslana Dalinina explains how to forecast demand with ARIMA in R. Learn how to fit, evaluate, and iterate an ARIMA model with this tutorial.

  7. How to Create an ARIMA Model for Time Series …

    https://machinelearningmastery.com/arima-for-time-series...

    A popular and widely used statistical method for time series forecasting is the ARIMA model. ARIMA is an acronym that stands for AutoRegressive Integrated Moving Average.

  8. Microsoft Time Series Algorithm Technical Reference ...

    https://docs.microsoft.com/en-us/sql/analysis-services/data-mining/...

    The ARTXP algorithm, which was introduced in SQL Server 2005, is optimized for predicting the next likely value in a series. The ARIMA algorithm was added in SQL ...

  9. ARIMA models and Intervention Analysis | DataScience+

    https://datascienceplus.com/arima-models-and-intervention-analysis

    In my previous tutorial Structural Changes in Global Warming I introduced the strucchange package and some basic examples to date structural breaks in time series. In ...

  10. ARIMA models and Intervention Analysis | R-bloggers

    https://www.r-bloggers.com/arima-models-and-intervention-analysis

    In my previous tutorial Structural Changes in Global Warming I introduced the strucchange package and some basic examples to date structural breaks in time series. In ...