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social science subjects > economics > econometrics > ARIMA
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Preferred term

ARIMA  

Definition

  • ARIMA is an acronym for autoregressive, integrated, moving average, denoting the three components of a general class of stochastic time-series models described by Box and Tiao (1965, 1975) and developed by Box and Jenkins (1976). Estimated univariate ARIMA models are often used successfully for forecasting and also form the basic foundation for multivariate analysis, such as INTERVENTION ANALYSIS assessment or TRANSFER FUNCTION models in the BOX-JENKINS MODELING approach to time series. [Source: The SAGE Encyclopedia of Social Science Research Methods; Arima]

Broader concept

Entry terms

  • autoregressive integrated moving average

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URI

https://concepts.sagepub.com/social-science/concept/ARIMA

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