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... > social science subjects > social research > research methods and evaluation > quantitative research > quantitative data analysis > econometrics > ARIMA
social science subjects > economics > econometrics > ARIMA
... > social science subjects > education > educational systems > curriculum > curriculum studies > inquiry and research > quantitative research > quantitative data analysis > time-series analysis > ARIMA
... > social science subjects > social research > research methods and evaluation > quantitative research > quantitative data analysis > time-series analysis > ARIMA

Preferred term

ARIMA  

Definition(s)

  • ARIMA is an acronym for autoregressive, integrated, moving average, denoting the three components of a general class of stochastic time-series models described by Box and Tiao (1965, 1975) and developed by Box and Jenkins (1976). Estimated univariate ARIMA models are often used successfully for forecasting and also form the basic foundation for multivariate analysis, such as INTERVENTION ANALYSIS assessment or TRANSFER FUNCTION models in the BOX-JENKINS MODELING approach to time series. [Source: The SAGE Encyclopedia of Social Science Research Methods; Arima]

Broader concept(s)

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URI

http://data.loterre.fr/ark:/67375/N9J-VKNQ776J-5

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