High Quality Content by WIKIPEDIA articles! In statistics and signal processing, autoregressive moving average (ARMA) models, sometimes called Box- Jenkins models after the iterative Box-Jenkins methodology usually used to estimate them, are typically applied to autocorrelated time series data. Given a time series of data Xt, the ARMA model is a tool for understanding and, perhaps, predicting future values in this series. The model consists of two parts, an autoregressive (AR) part and a moving average (MA) part. The model is usually then referred to as the ARMA(p,q) model where p is the order of the autoregressive part and q is the order of the moving average part (as defined below).

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