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مدل میانگین متحرک (MA)×مدل SARIMA×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش19701970 (first edition); 1976 (revised)
پدیدآورBox and JenkinsBox, Jenkins, and Reinsel
نوعLinear time series modelSeasonal time series model
منبع بنیادینBox, 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
نام‌های دیگرMA model, MA(q) process, moving-average process, Box-Jenkins MASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
مرتبط55
خلاصهThe 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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ScholarGateمقایسهٔ روش‌ها: Moving Average Model · SARIMA model. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare