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Model Rata-rata Bergerak (MA)×Model SARIMA×
BidangEkonometrikaEkonometrika
KeluargaRegression modelRegression model
Tahun asal19701970 (first edition); 1976 (revised)
PencetusBox and JenkinsBox, Jenkins, and Reinsel
TipeLinear time series modelSeasonal time series model
Sumber perintisBox, 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
AliasMA model, MA(q) process, moving-average process, Box-Jenkins MASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Terkait55
RingkasanThe Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.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: Moving Average Model · SARIMA model. Diakses 2026-06-15 dari https://scholargate.app/id/compare