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| Model ARIMA Teguh× | Model SARIMA× | |
|---|---|---|
| Bidang | Ekonometrik | Ekonometrik |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 1986–1993 | 1970 (first edition); 1976 (revised) |
| Pengasas≠ | Tsay (1986); Chen & Liu (1993) | Box, Jenkins, and Reinsel |
| Jenis≠ | Robust time series model | Seasonal time series model |
| Sumber perintis≠ | Tsay, R. S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81(393), 132–141. DOI ↗ | 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 | robust ARIMA, outlier-resistant ARIMA, robust time series estimation, ARIMA with outlier detection | SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component |
| Berkaitan≠ | 4 | 5 |
| Ringkasan≠ | Robust ARIMA extends the classical ARIMA framework to detect and correct the influence of outliers and structural breaks during estimation. By jointly identifying anomalous observations and re-estimating model parameters, it produces coefficient estimates and forecasts that are far less distorted by isolated shocks or data errors than standard ARIMA. | 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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