Comparer des méthodes

	Modèle ARMA (Autoregressive Moving Average)	Modèle SARIMA
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1970	1970 (first edition); 1976 (revised)
Auteur d'origine	George E. P. Box and Gwilym M. Jenkins	Box, Jenkins, and Reinsel
Type	Time series model	Seasonal time series model
Source fondatrice	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Alias	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Apparentées	5	5
Résumé	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.	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.