# Autoregressive integrated moving average

> https://en.wikipedia.org/wiki/Autoregressive_integrated_moving_average

https://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.