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AUTO-REGRESSIVE INTEGRATED MOVING AVERAGE PROCESS [1 record]
Record 1 - internal organization data 2000-06-27
Record 1, English
Record 1, Subject field(s)
- Statistical Methods
Record 1, Main entry term, English
- auto-regressive integrated moving average process
1, record 1, English, auto%2Dregressive%20integrated%20moving%20average%20process
correct
Record 1, Abbreviations, English
Record 1, Synonyms, English
- autoregressive integrated moving average process 2, record 1, English, autoregressive%20integrated%20moving%20average%20process
correct
- ARIMA process 3, record 1, English, ARIMA%20process
correct
Record 1, Textual support, English
Record number: 1, Textual support number: 1 DEF
A modeling process by which variation in a time series are assumed to be explained wholly by the historical trends of the data itself. In essence, the ARIMA modeling process consists of the autoregressive and moving average processes of the Auto-Regressive Moving Average (ARMA) Model process on data that have been Differenced to render them Stationary. The process uses variations of differencing and transformations to describe historical patterns in the data. Like the simpler ARMA model, forecasts made by an ARIMA modeling process consist of only a mathematical process of projecting inherent characteristics of trend, cycles, and seasonality into the future and incorporate no economic relatinships. Consequently, such models are not appropriate for impact analysis or for incorporating random "shocks", but may prove an effective estimation process when the trends in the historical data are relatively stable and well-behaved. 1, record 1, English, - auto%2Dregressive%20integrated%20moving%20average%20process
Record number: 1, Textual support number: 1 OBS
The X-11 ARIMA process is used to detect and remove the seasonality from the original data. 4, record 1, English, - auto%2Dregressive%20integrated%20moving%20average%20process
Record 1, French
Record 1, Domaine(s)
- Méthodes statistiques
Record 1, Main entry term, French
- processus autorégressif de moyennes mobiles intégrées
1, record 1, French, processus%20autor%C3%A9gressif%20de%20moyennes%20mobiles%20int%C3%A9gr%C3%A9es
proposal, masculine noun
Record 1, Abbreviations, French
Record 1, Synonyms, French
Record 1, Textual support, French
Record number: 1, Textual support number: 1 OBS
Dans divers travaux d'économétrie on fait [...] usage de processus mixtes, dits «autorégressifs de moyennes mobiles» [...]. 2, record 1, French, - processus%20autor%C3%A9gressif%20de%20moyennes%20mobiles%20int%C3%A9gr%C3%A9es
Record 1, Spanish
Record 1, Textual support, Spanish
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