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Model ARIMA (Autoregressive Integrated Moving Average)×Model ARMA (Autoregressive Moving Average)×Model SARIMA×
BidangEkonometrikaEkonometrikaEkonometrika
KeluargaRegression modelRegression modelRegression model
Tahun asal197019701970 (first edition); 1976 (revised)
PencetusGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
TipeTime series forecasting modelTime series modelSeasonal time series model
Sumber perintisBox, 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 ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
AliasARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Terkait655
RingkasanThe 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.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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ScholarGateBandingkan metode: ARIMA model · ARMA model · SARIMA model. Diakses 2026-06-18 dari https://scholargate.app/id/compare