השוואת שיטות

	מודל ARIMA (Autoregressive Integrated Moving Average)	מודל SARIMA
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1970	1970 (first edition); 1976 (revised)
הוגה השיטה	George Box and Gwilym Jenkins	Box, Jenkins, and Reinsel
סוג	Time series forecasting model	Seasonal time series model
מקור מכונן	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
כינויים	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
קשורות	6	5
תקציר	The 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.