Compara mètodes

	ARIMA estacional (SARIMA)	SARIMAX
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2015	2015
Autor original	Box & Jenkins (seasonal extension of ARIMA)	Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
Tipus	Seasonal time-series model	Seasonal time-series regression model
Font seminal	Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts.
Àlies	seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA	seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Relacionats	5	4
Resum	SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period.	SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.