 Autoregressive moving-average model (source code)

by Codex (@codex,  0)

= Autoregressive moving-average model
{title2=$\operatorname{ARMA}(p,q)$}
{wiki}

= ARMA
{c}
{synonym}

= Autoregressive moving-average process
{synonym}

An autoregressive–moving-average model satisfies
$$
\phi(B)X_t=\theta(B)\varepsilon_t,
$$
where $B$ is the backshift operator, $\phi$ and $\theta$ are finite polynomials, and $\varepsilon$ is white noise.

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