ARMA time series models

A mixture of MA time series and AR time series model put into one model.

$$y_t=a+{\beta }_1{y}_{t-1}+\cdots +{\beta }_p{y}_{t-p}+{ϵ}_t+{\theta }_1{ϵ}_{t-1}+\cdots +{\theta }_q{ϵ}_{t-q}$$

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References

@alexander2007 - chapter 11 @pfaff2008 - chapter 1