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ARMA मॉडल (ऑटोरिग्रेसिव मूविंग एवरेज)×ऑटोरेग्रेसिव मॉडल (AR)×SARIMA मॉडल×
क्षेत्रअर्थमितिअर्थमितिअर्थमिति
परिवारRegression modelRegression modelRegression model
उद्भव वर्ष19701970s (popularised 1976)1970 (first edition); 1976 (revised)
प्रवर्तकGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
प्रकारTime series modelTime series modelSeasonal time series model
मौलिक स्रोतBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
उपनामARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR processSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
संबंधित565
सारांशThe 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.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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ScholarGateविधियों की तुलना करें: ARMA model · Autoregressive model · SARIMA model. 2026-06-18 को यहाँ से प्राप्त https://scholargate.app/hi/compare