Definition: Describes a stochastic process or a model of one. Stands for
"autoregressive moving-average". An ARMA process is a
stationary one made up of sums of autoregressive and
moving-average components.(Econterms)
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Terms related to ARMA:
About.Com Resources on ARMA:None
Writing a Term Paper? Here are a few starting points for research on ARMA:
Books on ARMA:
- Enders, Walter. 1995. Applied Econometric Time Series. John Wiley and Sons, Inc..
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