The acronym ARIMA stands for "Auto-Regressive Integrated Moving Average." Random-walk and random-trend models, autoregressive models, and exponential smoothing models (i.e., exponential weighted moving averages) are all special cases of ARIMA models. An ARIMA model is classified as an "ARIMA(p,d,q)" model, where the current value y is determined by: * p -- the number of lagged terms (AR), * d -- the number of integrations, and * q -- the number of moving average terms (MA). Here is Read more [...] 52 com