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Compară metode

Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Model ARIMA (Autoregresiv Integrat Medie Mobilă)×Model SARIMA×
DomeniuEconometrieEconometrie
FamilieRegression modelRegression model
Anul apariției19701970 (first edition); 1976 (revised)
Autorul originalGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
TipTime series forecasting modelSeasonal time series model
Sursa seminalăBox, 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
Denumiri alternativeARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Înrudite65
RezumatThe 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.
ScholarGateSet de date
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: ARIMA model · SARIMA model. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare