Regression modelEconometrics / time series

SARIMA Model — Seasonal Autoregressive Integrated Moving Average

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.

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Sources

  1. Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
  2. Hyndman, R. J., & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link

Related methods

Referenced by

ScholarGateSARIMA model (Seasonal Autoregressive Integrated Moving Average Model). Retrieved 2026-06-04 from https://scholargate.app/tr/econometrics/sarima-model