ScholarGate
Asisten

Bandingkan metode

Tinjau metode pilihan Anda berdampingan; baris yang berbeda akan disorot.

Model ARMA (Autoregressive Moving Average)×Model SARIMA×
BidangEkonometrikaEkonometrika
KeluargaRegression modelRegression model
Tahun asal19701970 (first edition); 1976 (revised)
PencetusGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
TipeTime 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
AliasARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Terkait55
RingkasanThe 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.
ScholarGateSet data
  1. v1
  2. 2 Sumber
  3. PUBLISHED
  1. v1
  2. 2 Sumber
  3. PUBLISHED

Ke halaman pencarian Unduh salindia

ScholarGateBandingkan metode: ARMA model · SARIMA model. Diakses 2026-06-17 dari https://scholargate.app/id/compare