Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Model SARIMA× | Modeli Autoregresiv (AR)× | |
|---|---|---|
| Fusha | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model |
| Viti i origjinës≠ | 1970 (first edition); 1976 (revised) | 1970s (popularised 1976) |
| Krijuesi≠ | Box, Jenkins, and Reinsel | George E. P. Box and Gwilym M. Jenkins |
| Lloji≠ | Seasonal time series model | Time series model |
| Burimi themelues≠ | 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 |
| Emërtime të tjera | SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component | AR model, AR(p) model, autoregression, AR process |
| Të lidhura≠ | 5 | 6 |
| Përmbledhja≠ | 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. | 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. |
| ScholarGateSeti i të dhënave ↗ |
|
|