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Data & Analytics · Advanced

ARIMA

AutoRegressive Integrated Moving Average: a forecasting model that combines autoregression, differencing (to reach stationarity) and moving-average error terms.

Definition

ARIMA(p, d, q) is specified by lag order, degree of differencing and moving-average order, and SARIMA adds seasonal terms. BigQuery ML's ARIMA_PLUS automates model selection.

Exam tip

Differencing (the 'I' in ARIMA) is used to make a series stationary.

Related terms