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| Model kĺzavých priemerov (MA)× | Autoregregresný model (AR)× | Model SARIMA× | |
|---|---|---|---|
| Odbor | Ekonometria | Ekonometria | Ekonometria |
| Rodina | Regression model | Regression model | Regression model |
| Rok vzniku≠ | 1970 | 1970s (popularised 1976) | 1970 (first edition); 1976 (revised) |
| Tvorca≠ | Box and Jenkins | George E. P. Box and Gwilym M. Jenkins | Box, Jenkins, and Reinsel |
| Typ≠ | Linear time series model | Time series model | Seasonal time series model |
| Pôvodný zdroj≠ | 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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043 | Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744 |
| Ďalšie názvy | MA model, MA(q) process, moving-average process, Box-Jenkins MA | AR model, AR(p) model, autoregression, AR process | SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component |
| Príbuzné≠ | 5 | 6 | 5 |
| Zhrnutie≠ | The Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods. | 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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