In
statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an
autoregressive moving average or (ARMA) model. These models are fitted to
time series data either to better understand the data or to predict future points in the series. The model is generally referred to as an ARIMA(p,d,q) model where p, d, and q are integers greater than or equal to zero and refer to the order of the autoregressive, integrated, and moving average parts of the model respectively.
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