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Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.

Modelo SARIMA×Modelo ARIMA (Autoregressive Integrated Moving Average)×
ÁreaEconometriaEconometria
FamíliaRegression modelRegression model
Ano de origem1970 (first edition); 1976 (revised)1970
Autor originalBox, Jenkins, and ReinselGeorge Box and Gwilym Jenkins
TipoSeasonal time series modelTime series forecasting model
Fonte seminalBox, 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 ↗
Outros nomesSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Relacionados56
ResumoSARIMA 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.
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ScholarGateComparar métodos: SARIMA model · ARIMA model. Recuperado em 2026-06-17 de https://scholargate.app/pt/compare