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Mfumo wa SARIMA×Modeli ya ARMA (Autoregressive Moving Average)×Muundo wa Autoregressive (AR)×
NyanjaEkonometrikiEkonometrikiEkonometriki
FamiliaRegression modelRegression modelRegression model
Mwaka wa asili1970 (first edition); 1976 (revised)19701970s (popularised 1976)
MwanzilishiBox, Jenkins, and ReinselGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. Jenkins
AinaSeasonal time series modelTime series modelTime series model
Chanzo asiliaBox, 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 ↗Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Majina mbadalaSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR process
Zinazohusiana556
MuhtasariSARIMA 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 ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.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.
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ScholarGateLinganisha mbinu: SARIMA model · ARMA model · Autoregressive model. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare