Сравнение методов

	Модель SARIMA	Модель ARIMA (авторегрессионная интегрированная скользящая средняя)	Авторегрессионная модель (AR)
Область	Эконометрика	Эконометрика	Эконометрика
Семейство	Regression model	Regression model	Regression model
Год появления	1970 (first edition); 1976 (revised)	1970	1970s (popularised 1976)
Автор метода	Box, Jenkins, and Reinsel	George Box and Gwilym Jenkins	George E. P. Box and Gwilym M. Jenkins
Тип	Seasonal time series model	Time series forecasting model	Time series model
Основополагающий источник	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Другие названия	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	AR model, AR(p) model, autoregression, AR process
Связанные	5	6	6
Сводка	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.	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.	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.