เปรียบเทียบวิธี

	แบบจำลองออโตเรเกรสซีฟ (AR)	แบบจำลอง SARIMA
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1970s (popularised 1976)	1970 (first edition); 1976 (revised)
ผู้ริเริ่ม	George E. P. Box and Gwilym M. Jenkins	Box, Jenkins, and Reinsel
ประเภท	Time series model	Seasonal time series model
แหล่งต้นตำรับ	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
ชื่อเรียกอื่น	AR model, AR(p) model, autoregression, AR process	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
ที่เกี่ยวข้อง	6	5
สรุป	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.