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Nonlinear SARIMA Model×SARIMA मॉडल×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष1990–20001970 (first edition); 1976 (revised)
प्रवर्तकTong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applicationsBox, Jenkins, and Reinsel
प्रकारNonlinear time series modelSeasonal time series model
मौलिक स्रोतTong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198523000Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
उपनामNL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
संबंधित35
सारांशThe Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture.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.
ScholarGateडेटासेट
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  3. PUBLISHED

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