autoregression moving average model

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• Autoregressive moving average model — In statistics, autoregressive moving average (ARMA) models, sometimes called Box Jenkins models after the iterative Box Jenkins methodology usually used to estimate them, are typically applied to time series data.Given a time series of data X t …   Wikipedia

• Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …   Wikipedia

• Economic model — A diagram of the IS/LM model In economics, a model is a theoretical construct that represents economic processes by a set of variables and a set of logical and/or quantitative relationships between them. The economic model is a simplified… …   Wikipedia

• Wold's theorem — This article is about the theorem as used in time series analysis. For an abstract mathematical statement, see Wold decomposition. In statistics, Wold s decomposition or the Wold representation theorem (not to be confused with the Wold theorem… …   Wikipedia

• List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

• Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …   Wikipedia

• Correlogram — A plot showing 100 random numbers with a hidden sine function, and an autocorrelation (correlogram) of the series on the bottom …   Wikipedia

• Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

• Mean — This article is about the statistical concept. For other uses, see Mean (disambiguation). In statistics, mean has two related meanings: the arithmetic mean (and is distinguished from the geometric mean or harmonic mean). the expected value of a… …   Wikipedia

• Control chart — One of the Seven Basic Tools of Quality First described by Walter A. Shewhart …   Wikipedia

• Statistical inference — In statistics, statistical inference is the process of drawing conclusions from data that are subject to random variation, for example, observational errors or sampling variation.[1] More substantially, the terms statistical inference,… …   Wikipedia