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. 2021 Jun 16;9:645405. doi: 10.3389/fpubh.2021.645405

Table 2.

Stationary and non-stationary time series regression models used in epidemiology.

S. no. Time series model Model description
Stationary time series regression model
1. Autoregressive model (AR) Present values explicated linearly based on previous values and present residuals
2. Moving Average (MA) Present values of time series explicated linearly for previous values and the time series residuals
3. Autoregressive Moving Average (ARMA) As a combination of AR and MA, present values of time series explicated linearly for current values but also previous and present residuals
Non-stationary time series regression model
4. Autoregressive Integrated Moving Average (ARIMA) Based on the ARMA model, but a differencing procedure transforming non-stationary data to stationary data
5. Seasonal Autoregressive Integrated Moving Average (SARIMA) Based on the ARIMA model, but also includes seasonal differencing, in case of data has periodic patterns