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Refers to the AutoRegressive Integrated Moving Average model used in time series modeling both for data description and for forecasting. This model generalizes the ARMA model by including a term for differencing, which is useful for removing trends and handling some types of non-stationarity.
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Interrupted Time Series Analysis: Autocorrelation greater than 1?
ARIMA(1,0,0), that is, a single order of autoregression, seems pretty standard.
My question: when are higher levels of autoregression appropriate in ITS design? …