เปรียบเทียบวิธี

	แบบจำลอง ARIMA (Autoregressive Integrated Moving Average)	Seasonal ARIMA (SARIMA)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2015	2015
ผู้ริเริ่ม	Box & Jenkins (Box-Jenkins methodology)	Box & Jenkins (seasonal extension of ARIMA)
ประเภท	Univariate time-series model	Seasonal time-series model
แหล่งต้นตำรับ	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
ชื่อเรียกอื่น	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA
ที่เกี่ยวข้อง	5	5
สรุป	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period.