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Modelo SARIMA Não Linear×Modelo ARIMA (Autoregressive Integrated Moving Average)×
ÁreaEconometriaEconometria
FamíliaRegression modelRegression model
Ano de origem1990–20001970
Autor originalTong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applicationsGeorge Box and Gwilym Jenkins
TipoNonlinear time series modelTime series forecasting model
Fonte seminalTong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198523000Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Outros nomesNL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Relacionados36
ResumoThe Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture.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.
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ScholarGateComparar métodos: Nonlinear SARIMA Model · ARIMA model. Recuperado em 2026-06-17 de https://scholargate.app/pt/compare