자기회귀누적이동평균

en.wikipedia.org/wiki/Autoregressive_integrated_moving_average

What’s in a name

• Autoregressive: The “autoregressive” (AR) part of ARIMA indicates that the evolving variable of interest is regressed on its prior values.
• Moving average: The “moving average” (MA) part indicates that the regression error is a linear combination of error terms whose values occurred contemporaneously and at various times in the past.
• Integrated: The “integrated” (I) part indicates that the data values have been replaced with the difference between each value and the previous value.