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Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×Muundo wa Autoregressive (AR)×Mfumo wa SARIMA×
NyanjaEkonometrikiEkonometrikiEkonometriki
FamiliaRegression modelRegression modelRegression model
Mwaka wa asili19701970s (popularised 1976)1970 (first edition); 1976 (revised)
MwanzilishiGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
AinaTime series forecasting modelTime series modelSeasonal time series model
Chanzo asiliaBox, 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
Majina mbadalaARIMA, 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
Zinazohusiana665
MuhtasariThe 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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ScholarGateLinganisha mbinu: ARIMA model · Autoregressive model · SARIMA model. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare