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Fourier SARIMA model×SARIMA model×
PodručjeEkonometrijaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka19941970 (first edition); 1976 (revised)
TvoracHarvey & Scott (1994); Hyndman & Athanasopoulos (popularization)Box, Jenkins, and Reinsel
VrstaSeasonal time series model with trigonometric regressorsSeasonal time series model
Temeljni izvorHarvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345. 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 naziviFourier SARIMA, SARIMA with Fourier terms, Fourier-SARIMA, trigonometric SARIMASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Srodne65
SažetakThe Fourier SARIMA model extends the classical Seasonal ARIMA framework by incorporating trigonometric (Fourier) terms as deterministic regressors. This allows the model to approximate smooth, complex, or multiple-frequency seasonal patterns without requiring a full seasonal ARIMA structure for every frequency, making it particularly useful for high-frequency data or series with non-integer or evolving seasonality.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: Fourier SARIMA model · SARIMA model. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare