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نموذج ARIMA (الانحدار الذاتي المتكامل المتوسط المتحرك)×نموذج SARIMA×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19701970 (first edition); 1976 (revised)
صاحب الطريقةGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
النوعTime series forecasting modelSeasonal time series model
المصدر التأسيسيBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
الأسماء البديلةARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
ذات صلة65
الملخصThe ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.
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ScholarGateقارن الطرق: ARIMA model · SARIMA model. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare