AutoRegressive Integrated Moving-Average, or ARIMA, models predict values of a dependent time series with a linear combination of its own past values, past errors (also called shocks or innovations), ...

ARIMA is an acronym for AutoRegressive Integrated Moving-Average. The order of an ARIMA model is usually denoted by the notation ARIMA(p,d,q), where Thus, when an autoregressive operator and a mean ...