Definition of ARMA

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)

Terms related to ARMA:

• Autoregressive<
• Stationary
• ARIMA

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..

Journal Articles on ARMA:
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