Question

Explain with diagram and mathematical expression ARMA processes.

Answer 1

❧Hi my dear friend,

The notation ARMA(p, q) refers to the model with p autoregressive terms and q moving-average terms. This model contains the AR(p) and MA(q) models, The general ARMA model was described in the 1951 thesis of Peter Whittle, who used mathematical analysis (Laurent series and Fourier analysis) and statistical inference.

~Thank you☙