Bandingkan kaedah
Semak kaedah pilihan anda secara bersebelahan; baris yang berbeza akan diserlahkan.
| Model ARIMA (Autoregressive Integrated Moving Average)× | Model ARMA (Autoregresif Moving Average)× | Model SARIMA× | |
|---|---|---|---|
| Bidang | Ekonometrik | Ekonometrik | Ekonometrik |
| Keluarga | Regression model | Regression model | Regression model |
| Tahun asal≠ | 1970 | 1970 | 1970 (first edition); 1976 (revised) |
| Pengasas≠ | George Box and Gwilym Jenkins | George E. P. Box and Gwilym M. Jenkins | Box, Jenkins, and Reinsel |
| Jenis≠ | Time series forecasting model | Time series model | Seasonal time series model |
| Sumber perintis≠ | Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗ | Box, 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 |
| Alias | ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q) | ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q) | SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component |
| Berkaitan≠ | 6 | 5 | 5 |
| Ringkasan≠ | 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. | 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. |
| ScholarGateSet data ↗ |
|
|
|