Concepedia

Autoregressive Moving Average Models

Autoregressive Moving Average Models is a statistical time series model that combines autoregressive and moving average components to capture temporal dependence by expressing the current value as a linear combination of past values and past error terms.

1.8K

Publications

129.7K

Citations

3.8K

Authors

1.6K

Institutions

Publications per year

2017–2026

428

Variants

Arma ModelAutoregressive Moving Average Model

Parents

Publications

1.8K

Regression and time series model selection in small samples

Clifford M. Hurvich, Chih‐Ling Tsai · Biometrika · 1989 · 6.4K citations

, , +15

On a measure of lack of fit in time series models

Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations

, , +14

Testing for unit roots in autoregressive-moving average models of unknown order

Saïd E. Saïd, David A. Dickey · Biometrika · 1984 · 3.2K citations

, , +8

Fractional differencing

J. R. M. Hosking · Biometrika · 1981 · 2.5K citations

, , +16

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

George E. P. Box, David A. Pierce · Journal of the American Statistical Association · 1970 · 2.2K citations

, , +15

1–5 of 1.8K

Authors

3.8K

  1. GC
    George C. Tiao

    University of Wisconsin–Madison, United States

    14 publications · 3K citations

    14

    h-index

  2. JM
    Jerry M. Mendel

    University of Southern California, United States

    14 publications · 3.1K citations

    13

    h-index

  3. FD
    Feng Ding

    Jiangnan University, China

    13 publications · 680 citations

    12

    h-index

  4. RS
    Ruey S. Tsay

    University of Chicago, United States

    12 publications · 1K citations

    12

    h-index

  5. GB
    Georgios B. Giannakis

    University of Minnesota, United States

    12 publications · 1.1K citations

    11

    h-index

1–5 of 3.8K

Institutions

1.6K

  1. University of Wisconsin–Madison

    Madison, United States

    21 h-index

    47 publications

    10.6K citations

  2. University of Chicago

    Chicago, United States

    20 h-index

    28 publications

    3.1K citations

  3. Colorado State University

    Fort Collins, United States

    17 h-index

    36 publications

    1.9K citations

  4. University of Southern California

    Los Angeles, United States

    16 h-index

    35 publications

    3.9K citations

  5. Australian National University

    Canberra, Australia

    15 h-index

    26 publications

    2.5K citations

  6. University of Virginia

    Charlottesville, United States

    14 h-index

    18 publications

    1.3K citations

  7. Stanford University

    Stanford, United States

    14 h-index

    19 publications

    1.6K citations

  8. Massachusetts Institute of Technology

    Cambridge, United States

    13 h-index

    23 publications

    1.5K citations

1–8 of 1.6K

Venues

  1. Biometrika

    93 publications · 27.8K citations

    46

    h-index

  2. Journal of Time Series Analysis

    102 publications · 6.4K citations

    38

    h-index

  3. Journal of the American Statistical Association

    54 publications · 10.7K citations

    33

    h-index

  4. 25

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 32 publications · 3.1K citations

    23

    h-index

1–5