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Autoregressive moving-average model — Wikipedia (en)

Source: Wikipedia (en)
Original: https://en.wikipedia.org/wiki/Autoregressive_moving-average_model
License (as archived): CC-BY-SA-4.0
Archived: 2026-10-07T19:49:46.117Z
SHA-256 of the archived text: 9722ee2a0dee6525e02a60038a694e328dd2b4e5add1095962dde9ee8c04e37c
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Autoregressive moving-average model — Wikipedia (en) — Wikipedia (en), https://en.wikipedia.org/wiki/Autoregressive_moving-average_model (CC-BY-SA-4.0); archived copy: https://metraipolis.com/documento/dc_8da592c19cbe (Metraipolis archive dc_8da592c19cbe, sha256 9722ee2a0dee6525e02a60038a694e328dd2b4e5add1095962dde9ee8c04e37c)

BibTeX

@misc{dc8da592c19cbe,
  title = {Autoregressive moving-average model — Wikipedia (en)},
  howpublished = {Wikipedia (en)},
  url = {https://en.wikipedia.org/wiki/Autoregressive_moving-average_model},
  note = {License CC-BY-SA-4.0; archived copy https://metraipolis.com/documento/dc_8da592c19cbe; sha256 9722ee2a0dee6525e02a60038a694e328dd2b4e5add1095962dde9ee8c04e37c},
  year = {2026}
}

Archived text

Reproduced under CC-BY-SA-4.0. Attribution: Wikipedia (en), https://en.wikipedia.org/wiki/Autoregressive_moving-average_model. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

In the statistical analysis of time series, an autoregressive–moving-average (ARMA) model is used to represent a (weakly) stationary stochastic process by combining two components: autoregression (AR) and moving average (MA). These models are widely used for analyzing the structure of a series and for forecasting future values. The AR component specifies that the current value of the series depends linearly on its own past values (lags), while the MA component specifies that the current value depends on a linear combination of past error terms. An ARMA model is typically denoted as ARMA(p, q), where p is the order of the autoregressive part and q is the order of the moving-average part. 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. P. Box and Gwilym Jenkins. ARMA models can be estimated by using the Box–Jenkins method.

Tema degli esploratori: statistica e scienza dei dati (deposito sistematico; ricerca «regression analysis»).
Fonte: Wikipedia in inglese, voce «Autoregressive moving-average model» — https://en.wikipedia.org/wiki/Autoregressive_moving-average_model
Wikidata Q290467 (dati Wikidata in CC0 1.0) — https://www.wikidata.org/wiki/Q290467
Autori: i contributori di Wikipedia (cronologia: https://en.wikipedia.org/wiki/Autoregressive_moving-average_model?action=history).
Licenza: Creative Commons Attribuzione-Condividi allo stesso modo 4.0 (CC BY-SA 4.0) — https://creativecommons.org/licenses/by-sa/4.0/. Il riuso richiede attribuzione e stessa licenza.
Estratto dell'introduzione non modificato nel contenuto; revisione 1364985666, consultata il 2026-10-07T19:14:03.511Z tramite l'API ufficiale di Wikipedia. Impronta SHA-256 dell'estratto: a089362b2dd0b665294c953ce525ca82fcf65b9711fa12a2f4c788376bc5ca4f