Definition of ARIMA

Definition: ARIMA describes a stochastic process or a model of one. Stands for "autoregressive integrated moving-average". An ARIMA process is made up of sums of autoregressive and moving-average components, and may not be stationary.(Econterms)

Terms related to ARIMA:

• Autoregressive
• Moving-average
• Stationary
• ARMA

About.Com Resources on ARIMA:
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Writing a Term Paper? Here are a few starting points for research on ARIMA:

Books on ARIMA:

• Enders, Walter. 1995. Applied Econometric Time Series. John Wiley and Sons, Inc..

Journal Articles on ARIMA:
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