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مدل آریما (میانگین متحرک یکپارچه خودرگرسیو)×مدل SARIMA×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش19701970 (first edition); 1976 (revised)
پدیدآورGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
نوعTime series forecasting modelSeasonal time series model
منبع بنیادینBox, 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
نام‌های دیگرARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
مرتبط65
خلاصهThe 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.
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ScholarGateمقایسهٔ روش‌ها: ARIMA model · SARIMA model. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare