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ARMA mudel (autoregressiivne liikuv keskmine)×SARIMA mudel×
ValdkondÖkonomeetriaÖkonomeetria
PerekondRegression modelRegression model
Tekkeaasta19701970 (first edition); 1976 (revised)
LoojaGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
TüüpTime series modelSeasonal time series model
AlgallikasBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
RööpnimetusedARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Seotud55
KokkuvõteThe 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.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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ScholarGateVõrdle meetodeid: ARMA model · SARIMA model. Loetud 2026-06-15 aadressilt https://scholargate.app/et/compare