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Model Purata Bergerak (MA)×Model Autoregresif (AR)×Model SARIMA×
BidangEkonometrikEkonometrikEkonometrik
KeluargaRegression modelRegression modelRegression model
Tahun asal19701970s (popularised 1976)1970 (first edition); 1976 (revised)
PengasasBox and JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
JenisLinear time series modelTime series modelSeasonal time series model
Sumber perintisBox, 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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
AliasMA model, MA(q) process, moving-average process, Box-Jenkins MAAR model, AR(p) model, autoregression, AR processSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Berkaitan565
RingkasanThe 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.An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.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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ScholarGateBandingkan kaedah: Moving Average Model · Autoregressive model · SARIMA model. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare