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Μοντέλο Κινητού Μέσου Όρου (MA)×Μοντέλο SARIMA×
ΠεδίοΟικονομετρίαΟικονομετρία
ΟικογένειαRegression modelRegression model
Έτος προέλευσης19701970 (first edition); 1976 (revised)
ΔημιουργόςBox and JenkinsBox, Jenkins, and Reinsel
ΤύποςLinear time series modelSeasonal time series model
Θεμελιώδης πηγήBox, 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
Εναλλακτικές ονομασίεςMA model, MA(q) process, moving-average process, Box-Jenkins MASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Συναφείς55
ΣύνοψηThe 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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ScholarGateΣύγκριση μεθόδων: Moving Average Model · SARIMA model. Ανακτήθηκε στις 2026-06-15 από https://scholargate.app/el/compare