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Model ARIMA (Autoregressive Integrated Moving Average)×Autoregregresný model (AR)×Model SARIMA×
OdborEkonometriaEkonometriaEkonometria
RodinaRegression modelRegression modelRegression model
Rok vzniku19701970s (popularised 1976)1970 (first edition); 1976 (revised)
TvorcaGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
TypTime series forecasting modelTime series modelSeasonal time series model
Pôvodný zdrojBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Ďalšie názvyARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)AR model, AR(p) model, autoregression, AR processSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Príbuzné665
ZhrnutieThe 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.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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ScholarGatePorovnať metódy: ARIMA model · Autoregressive model · SARIMA model. Získané 2026-06-18 z https://scholargate.app/sk/compare