Need help with this one thanks would appreciate it In ARIMA, which part of the model focuses on stationarity?Moving AverageNone of these answers are correctAutoregressionOrder of Integration

Answered: In ARIMA,

Math

Statistics

In ARIMA,

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

Need help with this one thanks would appreciate it

In ARIMA, which part of the model focuses on stationarity?
Moving Average
None of these answers are correct
Autoregression
Order of Integration

Expert Solution

Step 1

Here in ARIMA

ORDER OF INTEGRATION of the model focuses on stationarity.

AR is auto regressive and MA is moving average and I stand for integrated.

AR regress the time series on itself and MA regress it on errors ,I defines the order of integration that how many times the series is differenced to achieve stationary.

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