Autoregressive–moving-average model
STATISTICAL MODEL USED IN TIME SERIES ANALYSIS
Autoregressive moving average; ARMAX; Autoregressive moving average model; ARMA model; Autoregressive moving-average model; 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 (AR) and the second for the moving average (MA). 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 1970 book by George E.