AutoRegressive Moving Average with eXogenous inputs1

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  ARMAX (AutoRegressive Moving Average model with eXogenous inputs) Information ARMAX (AutoRegressive Moving Average model with eXogenous inputs) is a type of statistical model that combines autoregressive (AR) and moving average (MA) models with external variables, also known as exogenous variables. The model assumes that the output variable depends on its past values, the past values of the error term, and past values of the exogenous variables. ARMAX models a.. Zettelkasten/Terminology Information 2023. 3. 19.