• Entry
  • Reader's guide
  • Entries A-Z
  • Subject index

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 ...

    • Loading...
    locked icon

    Sign in to access this content

    Get a 30 day FREE TRIAL

    • Watch videos from a variety of sources bringing classroom topics to life
    • Read modern, diverse business cases
    • Explore hundreds of books and reference titles