השוואת שיטות

	SARIMAX	מודל ARIMA (Autoregressive Integrated Moving Average)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	2015	2015
הוגה השיטה	Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors	Box & Jenkins (Box-Jenkins methodology)
סוג	Seasonal time-series regression model	Univariate time-series model
מקור מכונן	Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
כינויים	seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
קשורות	4	5
תקציר	SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).