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:
Books on ARMA:
- Enders, Walter. 1995. Applied Econometric Time Series. John Wiley and Sons, Inc..