Порівняння методів

	Модель SARIMA	Модель ARIMA (Авторегресійна інтегрована ковзна середня)	Модель ковзного середнього (MA)
Галузь	Економетрика	Економетрика	Економетрика
Родина	Regression model	Regression model	Regression model
Рік появи	1970 (first edition); 1976 (revised)	1970	1970
Автор методу	Box, Jenkins, and Reinsel	George Box and Gwilym Jenkins	Box and Jenkins
Тип	Seasonal time series model	Time series forecasting model	Linear time series model
Основоположне джерело	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.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Інші назви	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	MA model, MA(q) process, moving-average process, Box-Jenkins MA
Пов'язані	5	6	5
Підсумок	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 ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.	The Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.