SAGE Reference - The SAGE Encyclopedia of Social Science Research Methods

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Arima

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods
Keywords:ARIMA; time series

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 ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Arima. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 23-24). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n22
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Arima." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 23-24. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n22.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Arima. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 23-24 Available at: <https://dx.doi.org/10.4135/9781412950589.n22> [Accessed 15 Aug 2022].
  
  Lewis-Beck, Michael S., et al. "Arima." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 23-24. SAGE Knowledge. 15 Aug 2022, doi: https://dx.doi.org/10.4135/9781412950589.n22.
  
  Lewis-Beck, Michael S., Alan BrymanTim F. Liao (2004). Arima In:Arima The SAGE encyclopedia of social science research methods Vol. 1. Thousand Oaks, CA: SAGE Publications, Inc.; 2004:23-24. doi:10.4135/9781412950589.n22
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