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Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.

ARIMA model×Moving Average (MA) Model×SARIMA Model×
VakgebiedEconometrieEconometrieEconometrie
FamilieRegression modelRegression modelRegression model
Jaar van ontstaan197019701970 (first edition); 1976 (revised)
GrondleggerGeorge Box and Gwilym JenkinsBox and JenkinsBox, Jenkins, and Reinsel
TypeTime series forecasting modelLinear time series modelSeasonal time series model
Oorspronkelijke bronBox, 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: 978-0130607744Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
AliassenARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)MA model, MA(q) process, moving-average process, Box-Jenkins MASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Verwant655
SamenvattingThe 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 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.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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ScholarGateMethoden vergelijken: ARIMA model · Moving Average Model · SARIMA model. Geraadpleegd op 2026-06-18 via https://scholargate.app/nl/compare