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অটোরিগ্রেসিভ মডেল (AR)×Moving Average (MA) Model×SARIMA মডেল×
ক্ষেত্রঅর্থমিতিঅর্থমিতিঅর্থমিতি
পরিবারRegression modelRegression modelRegression model
উদ্ভবের বছর1970s (popularised 1976)19701970 (first edition); 1976 (revised)
প্রবর্তকGeorge E. P. Box and Gwilym M. JenkinsBox and JenkinsBox, Jenkins, and Reinsel
ধরনTime series modelLinear time series modelSeasonal time series model
মৌলিক উৎসBox, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
অপর নামAR model, AR(p) model, autoregression, AR processMA model, MA(q) process, moving-average process, Box-Jenkins MASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
সম্পর্কিত655
সারসংক্ষেপAn autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.The Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.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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ScholarGateপদ্ধতির তুলনা করুন: Autoregressive model · Moving Average Model · SARIMA model. 2026-06-18 তারিখে সংগৃহীত, উৎস: https://scholargate.app/bn/compare