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In this chapter, you will discover the ARMA model. It is a combination of the AR model and the MA model, which you have seen in the two previous chapters. Since the theory of this chapter should already be relatively familiar to you, this chapter will also introduce a few additional model quality indicators that are valid for the ARMA model but can also be used for the AR and MA models separately.

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The ARMA Model

  • 章节

  • 发表日期：

    2025年

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  • Joos Korstanje

摘要

In this chapter, you will discover the ARMA model. It is a combination of the AR model and the MA model, which you have seen in the two previous chapters. Since the theory of this chapter should already be relatively familiar to you, this chapter will also introduce a few additional model quality indicators that are valid for the ARMA model but can also be used for the AR and MA models separately.