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SARIMA model×ARIMA model (Autoregressive Integrated Moving Average)×
PodručjeEkonometrijaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka1970 (first edition); 1976 (revised)1970
TvoracBox, Jenkins, and ReinselGeorge Box and Gwilym Jenkins
VrstaSeasonal time series modelTime series forecasting model
Temeljni izvorBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Drugi naziviSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Srodne56
SažetakSARIMA 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.The 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.
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ScholarGateUsporedite metode: SARIMA model · ARIMA model. Preuzeto 2026-06-17 s https://scholargate.app/hr/compare