ScholarGate
Asistents

Salīdzināt metodes

Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.

SARIMA modelis×ARIMA modelis (autoregresīvais integrētais slīdošais vidējais)×
NozareEkonometrijaEkonometrija
SaimeRegression modelRegression model
Izcelsmes gads1970 (first edition); 1976 (revised)1970
AutorsBox, Jenkins, and ReinselGeorge Box and Gwilym Jenkins
TipsSeasonal time series modelTime series forecasting 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 ↗
Citi nosaukumiSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Saistītās56
KopsavilkumsSARIMA 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.The 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.
ScholarGateDatu kopa
  1. v1
  2. 2 Avoti
  3. PUBLISHED
  1. v1
  2. 2 Avoti
  3. PUBLISHED

Doties uz meklēšanu Lejupielādēt slaidus

ScholarGateSalīdzināt metodes: SARIMA model · ARIMA model. Izgūts 2026-06-17 no https://scholargate.app/lv/compare