ARIMA models

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Models for time series which resemble ARMA models except in that it is presumed the time series has a steady underlying trend. The models therefore work with the differences between the successive observed values, instead of the values themselves. To retrieve the original data from the differences requires a form of integration and the models are therefore called autoregressive integrated moving average models. Models incorporating additional space-time variation are called STARIMA models.

Subjects: Probability and Statistics.

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