Vertaile menetelmiä

	SARIMA-malli	ARMA-malli (Autoregressiivinen liikkuva keskiarvo)	Autoregressiivinen malli (AR)
Tieteenala	Ekonometria	Ekonometria	Ekonometria
Menetelmäperhe	Regression model	Regression model	Regression model
Syntyvuosi	1970 (first edition); 1976 (revised)	1970	1970s (popularised 1976)
Kehittäjä	Box, Jenkins, and Reinsel	George E. P. Box and Gwilym M. Jenkins	George E. P. Box and Gwilym M. Jenkins
Tyyppi	Seasonal time series model	Time series model	Time series model
Alkuperäislähde	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Rinnakkaisnimet	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	AR model, AR(p) model, autoregression, AR process
Liittyvät	5	5	6
Tiivistelmä	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.	The 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.	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.