ScholarGate
Asistent

Uporedite metode

Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.

SARIMA model×ARIMA model (Autoregresivni integrisani model pokretnih proseka)×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka1970 (first edition); 1976 (revised)1970
TvoracBox, Jenkins, and ReinselGeorge Box and Gwilym Jenkins
TipSeasonal time series modelTime series forecasting model
Temeljni izvorBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Drugi naziviSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Srodne56
SažetakSARIMA 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.
ScholarGateSkup podataka
  1. v1
  2. 2 Izvori
  3. PUBLISHED
  1. v1
  2. 2 Izvori
  3. PUBLISHED

Idi na pretragu Preuzmi slajdove

ScholarGateUporedite metode: SARIMA model · ARIMA model. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare