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Model SARIMA×Model ARIMA (Autoregressive Integrated Moving Average)×Model ARMA (Autoregresif Moving Average)×
BidangEkonometrikEkonometrikEkonometrik
KeluargaRegression modelRegression modelRegression model
Tahun asal1970 (first edition); 1976 (revised)19701970
PengasasBox, Jenkins, and ReinselGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
JenisSeasonal time series modelTime series forecasting modelTime 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. (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 ↗
AliasSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Berkaitan565
RingkasanSARIMA 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.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.
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ScholarGateBandingkan kaedah: SARIMA model · ARIMA model · ARMA model. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare