Abstract
Autoregressive integrated moving average (ARIMA) models are models which can be fitted to a single time series and used to make predictions of future observations. They owe their popularity primarily to the work of Box and Jenkins (1970), who defined the class of ARIMA and seasonal ARIMA models and provided a methodology for selecting a suitable model from that class.
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© 1990 Palgrave Macmillan, a division of Macmillan Publishers Limited
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Harvey, A.C. (1990). ARIMA Models. In: Eatwell, J., Milgate, M., Newman, P. (eds) Time Series and Statistics. The New Palgrave. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-20865-4_2
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DOI: https://doi.org/10.1007/978-1-349-20865-4_2
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