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SARIMA model×ARIMA model (Autoregressive Integrated Moving Average)×Model ARMA (Autoregresivni pokretni prosjek)×
PodručjeEkonometrijaEkonometrijaEkonometrija
ObiteljRegression modelRegression modelRegression model
Godina nastanka1970 (first edition); 1976 (revised)19701970
TvoracBox, Jenkins, and ReinselGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
VrstaSeasonal time series modelTime series forecasting modelTime series 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 ↗Box, 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)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Srodne565
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.The 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.
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ScholarGateUsporedite metode: SARIMA model · ARIMA model · ARMA model. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare