Definition: Reg-ARIMA

Category: Seasonal adjustment

In the seasonal adjustment context, a hybrid model in which some features of the time series, such as moving holiday, trading day and outlier effects, are modeled with linear regression variables while the remaining features (those of the regression residuals, including trend, cycle and seasonal components) are modelled with a seasonal ARIMA model. https://ec.europa.eu/eurostat/cros/content/memobust-glossary-pdf-file_en