12. 1 Basic Principles of Building Macroeconomic model ⊙ Autoregressive o Moving Average, MA x=+e1+Be1-1+e o Autoregressive-Moving Average, ARMA 1=a1-1+e1+Ben-1+et2+ o Integrated Autoregressive Moving Average, ARIMA AY =aAY-+e, +Be,_+re,_2+ △Y.=Y-Y 复具济器院12.1 Basic Principles of Building Macroeconomic Model  Autoregressive  Moving Average，MA  Autoregressive-Moving Average，ARMA  Integrated Autoregressive￾Moving Average，ARIMA Yt = aYt−1 + et = + + + +  t t t−1 t−2 Y  e e e = + + + +  t t−1 t t−1 t−2 Y aY e e e 1 1 1 2 − − − −  = −  =  + + + +   t t t t t t t t Y Y Y Y a Y e e e