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I am trying to understand the intuition behind p,d,q parameters in ARIMA order parameter beyond what is specified here in statsmodel.

Based on wikipedia

p is the order (number of time lags) of the autoregressive model, d is the degree of differencing (the number of times the data have had past values subtracted), and q is the order of the moving-average model. 

Specifically trying to answer

  • If I need to work on a window size of 2, does that mean q=2?

Please explain.

question from:https://stackoverflow.com/questions/65877021/the-intuition-behind-p-d-q-parameters-in-arima

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