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Salīdzināt metodes

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Modelis ar slīdošo vidējo (MA)×ARMA modelis (Autoregresīvs vidējais aritmētiskais)×SARIMA modelis×
NozareEkonometrijaEkonometrijaEkonometrija
SaimeRegression modelRegression modelRegression model
Izcelsmes gads197019701970 (first edition); 1976 (revised)
AutorsBox and JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
TipsLinear time series modelTime series modelSeasonal time series model
PirmavotsBox, 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Citi nosaukumiMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Saistītās555
KopsavilkumsThe 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.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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ScholarGateSalīdzināt metodes: Moving Average Model · ARMA model · SARIMA model. Izgūts 2026-06-18 no https://scholargate.app/lv/compare