Describes a stochastic process or a model of one. Stands for
"autoregressive moving-average". An ARMA process is a
one made up of sums of autoregressive
and moving-average components.(Econterms)
Terms related to ARMA:
Writing a Term Paper? Here are a few starting points for research on ARMA:
Books on ARMA:
Journal Articles on ARMA:
- Enders, Walter. 1995.
Applied Econometric Time Series.
John Wiley and Sons, Inc..