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has gloss | eng: In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average) models by allowing non-integer values of the differencing parameter and are useful in modeling time series with long memory. The acronym "ARFIMA" is sometimes used, although it is conventional to simply extend the "ARIMA(p,d,q)" notation for models, by simply allowing the order of differencing, d, to take fractional values. |
lexicalization | eng: ARFIMA |
lexicalization | eng: Autoregressive fractionally integrated moving average |
instance of | c/Long-memory processes |
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