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Modelo ARIMA (Autoregressive Integrated Moving Average)×Modelo SARIMA×
ÁreaEconometriaEconometria
FamíliaRegression modelRegression model
Ano de origem19701970 (first edition); 1976 (revised)
Autor originalGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
TipoTime series forecasting modelSeasonal time series model
Fonte seminalBox, 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
Outros nomesARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Relacionados65
ResumoThe 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.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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ScholarGateComparar métodos: ARIMA model · SARIMA model. Recuperado em 2026-06-17 de https://scholargate.app/pt/compare