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ARIMA modelis (autoregresīvais integrētais slīdošais vidējais)×SARIMA modelis×
NozareEkonometrijaEkonometrija
SaimeRegression modelRegression model
Izcelsmes gads19701970 (first edition); 1976 (revised)
AutorsGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
TipsTime series forecasting modelSeasonal time series model
PirmavotsBox, 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
Citi nosaukumiARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Saistītās65
KopsavilkumsThe 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.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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ScholarGateSalīdzināt metodes: ARIMA model · SARIMA model. Izgūts 2026-06-17 no https://scholargate.app/lv/compare