เปรียบเทียบวิธี

	แบบจำลอง SARIMA	แบบจำลอง ARMA (Autoregressive Moving Average)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1970 (first edition); 1976 (revised)	1970
ผู้ริเริ่ม	Box, Jenkins, and Reinsel	George E. P. Box and Gwilym M. Jenkins
ประเภท	Seasonal time series model	Time series model
แหล่งต้นตำรับ	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
ชื่อเรียกอื่น	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
ที่เกี่ยวข้อง	5	5
สรุป	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.	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.