Methoden vergleichen

	Fourier-ARIMA-Modell	ARIMA-Modell (Autoregressives integriertes gleitendes Durchschnittsmodell)	SARIMA-Modell
Fachgebiet	Ökonometrie	Ökonometrie	Ökonometrie
Familie	Regression model	Regression model	Regression model
Entstehungsjahr	2004-2012	1970	1970 (first edition); 1976 (revised)
Urheber	Becker, Enders, and Hurn; further extended by Enders and Lee	George Box and Gwilym Jenkins	Box, Jenkins, and Reinsel
Typ	Time series model	Time series forecasting model	Seasonal time series model
Wegweisende Quelle	Enders, W., & Lee, J. (2012). The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1), 196-202.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Aliasnamen	Fourier ARIMA, ARIMA with Fourier terms, trigonometric ARIMA, Fourier-flexible ARIMA	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Verwandt	2	6	5
Zusammenfassung	The Fourier ARIMA model augments a standard ARIMA specification with trigonometric sine and cosine terms, allowing it to capture smooth, gradual structural change and flexible nonlinear seasonality without specifying the exact timing or number of breaks in advance. It is widely used in applied macroeconometrics and finance for series exhibiting slowly evolving dynamics.	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.	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.