ARIMA

ARIMA, Autoregressive Integrated Moving Average Model

ARIMA(p,d,q)

Advantage: Easy.

Disadvantage:
1. Time series or after differencing must be stationary.
2. Only linear relationship.

stationary means now trend, no seasonality.

p–lags Auto-Regressive
d–n differ can be stationary. Integrated
q–lags of error Moving Average