เปรียบเทียบวิธี

	แบบจำลองฟูเรียร์ ARIMA	แบบจำลอง SARIMA
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2004-2012	1970 (first edition); 1976 (revised)
ผู้ริเริ่ม	Becker, Enders, and Hurn; further extended by Enders and Lee	Box, Jenkins, and Reinsel
ประเภท	Time series model	Seasonal time series model
แหล่งต้นตำรับ	Enders, W., & Lee, J. (2012). The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1), 196-202.	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	Fourier ARIMA, ARIMA with Fourier terms, trigonometric ARIMA, Fourier-flexible ARIMA	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
ที่เกี่ยวข้อง	2	5
สรุป	The Fourier ARIMA model augments a standard ARIMA specification with trigonometric sine and cosine terms, allowing it to capture smooth, gradual structural change and flexible nonlinear seasonality without specifying the exact timing or number of breaks in advance. It is widely used in applied macroeconometrics and finance for series exhibiting slowly evolving dynamics.	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.