ARIMA is an acronym that stands for AutoRegressive Integrated Moving Average. It is a class of model that captures a suite of different standard temporal structures in time series data. In statistics and econometrics, and in particular, in time series analysis, an autoregressive integrated moving average model is a generalization of an autoregressive moving average model. Both of these models are fitted to time series data either to better understand the data or to predict future points in the series.
