TERMIUM Plus^®

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auto-regressive integrated moving average; ARIMA: term and abbreviation extracted from the “Glossaire de l’économie” and reproduced with permission of the Organisation for Economic Co-operation and Development.  2, fiche 1, Anglais, - auto%2Dregressive%20integrated%20moving%20average

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Méthode économétrique.  1, fiche 1, Français, - autor%C3%A9gressif%20%C3%A0%20moyenne%20mobile%20int%C3%A9gr%C3%A9e

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autorégressif à moyenne mobile intégrée : terme extrait du «Glossaire de l’économie» et reproduit avec l’autorisation de l’Organisation de coopération et de développement économiques.  2, fiche 1, Français, - autor%C3%A9gressif%20%C3%A0%20moyenne%20mobile%20int%C3%A9gr%C3%A9e

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Fiche 3,  Justifications,  Anglais

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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, fiche 3, Anglais, - auto%2Dregressive%20integrated%20moving%20average%20process

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The X-11 ARIMA process is used to detect and remove the seasonality from the original data.  4, fiche 3, Anglais, - auto%2Dregressive%20integrated%20moving%20average%20process

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Dans divers travaux d'économétrie on fait [...] usage de processus mixtes, dits «autorégressifs de moyennes mobiles» [...].  2, fiche 3, Français, - processus%20autor%C3%A9gressif%20de%20moyennes%20mobiles%20int%C3%A9gr%C3%A9es

Fiche 3,  Justifications,  Espagnol