Salīdzināt metodes

	Nelineārs SARIMA modelis	SARIMA modelis
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1990–2000	1970 (first edition); 1976 (revised)
Autors	Tong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applications	Box, Jenkins, and Reinsel
Tips	Nonlinear time series model	Seasonal time series model
Pirmavots	Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198523000	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 nosaukumi	NL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMA	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Saistītās	3	5
Kopsavilkums	The Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture.	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.