ARIMA Models

  • A. C. Harvey
Part of the The New Palgrave book series (NPA)


Autoregressive integrated moving average (ARIMA) models are models which can be fitted to a single time series and used to make predictions of future observations. They owe their popularity primarily to the work of Box and Jenkins (1970), who defined the class of ARIMA and seasonal ARIMA models and provided a methodology for selecting a suitable model from that class.


Exponentially Weighted Move Average ARIMA Model Economic Time Series Diagnostic Check Single Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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© Palgrave Macmillan, a division of Macmillan Publishers Limited 1990

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  • A. C. Harvey

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