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   Auto-Regressive Moving Average (ARMA) Mo...
   















 

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Auto-Regressive Moving Average (ARMA) Models

A family of time series forecasting models that rely on a tendency of the next item in some series to relate not just to prior values (auto-regressive), but to a moving average of prior values. See also Mean Reversion, Volatility Auto- Regressive Integrated Moving Average (VARIMA) Model.

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