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ARIMA


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Autoregressive integrated moving average, a widely used class of models developed in 1970 by the British statisticians George Edward Pelham Box (born 1919) and Gwilym Meirion Jenkins (1933–82) for time-series analysis, also called Box-Jenkins models. See also Type III error. [Named after the three components of the model, namely the autoregression, integration (differencing), and moving average coefficients]

Subjects: Psychology.


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