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ARMA Models — Autoregressive Moving Average Time Series

A unified treatment of ARMA(p,q) time series models covering stationarity and invertibility conditions, ACF and PACF for model identification, Yule-Walker equations, maximum likelihood estimation, and multi-step forecasting. Includes AR, MA, and combined ARMA cases with examples.
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More about this material

Material Type:
Tutorial
Date Added to MERLOT:
March 1, 2026
Date Modified in MERLOT:
March 5, 2026
Author:
Unknown (Know the author?)
Submitter:
Kevin hqy
Primary Audience:
College Upper Division
Technical Format:
Website
Mobile Compatibility:
Not specified at this time
Language:
English
Cost Involved:
Unknown
Source Code Available:
Unknown
Creative Commons:
Unknown

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