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Model SARIMA×Model ARIMA (Autoregressive Integrated Moving Average)×Model ARMA (Autoregressive Moving Average)×
OborEkonometrieEkonometrieEkonometrie
RodinaRegression modelRegression modelRegression model
Rok vzniku1970 (first edition); 1976 (revised)19701970
TvůrceBox, Jenkins, and ReinselGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
TypSeasonal time series modelTime series forecasting modelTime series model
Původní zdrojBox, 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. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Další názvySARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Příbuzné565
ShrnutíSARIMA 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.The 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.The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.
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ScholarGatePorovnat metody: SARIMA model · ARIMA model · ARMA model. Získáno 2026-06-18 z https://scholargate.app/cs/compare