Σύγκριση μεθόδων

	Μοντέλο ARIMA (Αυτοπαλινδρομικό Ολοκληρωμένο Κινητό Μέσος Όρος)	Μοντέλο SARIMA
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1970	1970 (first edition); 1976 (revised)
Δημιουργός	George Box and Gwilym Jenkins	Box, Jenkins, and Reinsel
Τύπος	Time series forecasting model	Seasonal time series model
Θεμελιώδης πηγή	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
Εναλλακτικές ονομασίες	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Συναφείς	6	5
Σύνοψη	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.