Arima


 Lags of the differenced series appearing in the forecasting equation are called "auto-regressive" terms, lags of the forecast errors are called "moving average" terms, and a time series which needs to be differenced to be made stationary is said to be an "integrated" version of a stationary series.

 a very common general type of pattern in time series data, where the amplitude of the seasonal changes increases with the overall trend (i.e., the variance is correlated with the mean over the segments of the series). This pattern which is called multiplicative seasonality indicates that the relative amplitude of seasonal changes is constant over time, thus it is related to the trend.

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