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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:

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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