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ARIMA model (Autoregressive Integrated Moving Average)×SARIMA model×
PodručjeEkonometrijaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka19701970 (first edition); 1976 (revised)
TvoracGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
VrstaTime series forecasting modelSeasonal time series model
Temeljni izvorBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Drugi naziviARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Srodne65
SažetakThe 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.
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ScholarGateUsporedite metode: ARIMA model · SARIMA model. Preuzeto 2026-06-17 s https://scholargate.app/hr/compare