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Fourier SARIMA model/Evidence
Method evidence record

Fourier SARIMA model

The Fourier SARIMA model extends the classical Seasonal ARIMA framework by incorporating trigonometric (Fourier) terms as deterministic regressors. This allows the model to approximate smooth, complex, or multiple-frequency seasonal patterns without requiring a full seasonal ARIMA structure for every frequency, making it particularly useful for high-frequency data or series with non-integer or evolving seasonality.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Fourier-augmented Seasonal Autoregressive Integrated Moving Average Model
Taxonomic method record · regression-model / econometrics
  • Harvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345. · URL
  • Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: Principles and Practice (2nd ed.). OTexts. · URL
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketARIMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier ARIMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier VAR modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketSARIMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural Break SARIMA Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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