ARIMA

Units & Measurements abbreviation · Statistics

ARIMA
Stands forAutoregressive integrated moving average
CategoriesUnits & Measurements

ARIMA stands for Autoregressive integrated moving average, a statistics abbreviation.

A class of time-series models combining autoregression (AR), differencing to remove trends (I) and moving-average error terms (MA), written ARIMA(p, d, q). It is used to forecast sales, demand, prices and economic indicators.

Example: An ARIMA(1,1,1) model forecast monthly electricity demand with a 4 percent MAPE.

Usage notes

George Box and Gwilym Jenkins popularized the approach in their 1970 book, and model building is still called the Box-Jenkins method. Seasonal versions are written SARIMA. Software such as R's auto.arima selects the orders automatically using information criteria.

More statistics abbreviations

  • a.s. – Almost surely
  • ACF – Autocorrelation function
  • AIC – Akaike information criterion
  • ANCOVA – Analysis of covariance
  • ANOVA – Analysis of variance
  • ATE – Average treatment effect
  • avg – Average
  • BIC – Bayesian information criterion
  • BLUE – Best linear unbiased estimator
  • CDF – Cumulative distribution function
  • CFA – Confirmatory factor analysis
  • CI – Confidence interval

See all 88 statistics abbreviations →

Edited by the AbbreviationList.com team. Spotted an error or a missing meaning? Contact us.