Glossary of economics research
Results of search for ARMA follow:
ARMA:
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.
Source: Enders, 1996, p 23
Contexts: time series; econometrics
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