So sánh phương pháp

	Mô hình SARIMA	Mô hình Tự hồi quy (AR)	Mô hình Trung bình Trượt (MA)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model	Regression model
Năm ra đời	1970 (first edition); 1976 (revised)	1970s (popularised 1976)	1970
Người khởi xướng	Box, Jenkins, and Reinsel	George E. P. Box and Gwilym M. Jenkins	Box and Jenkins
Loại	Seasonal time series model	Time series model	Linear time series model
Công trình gốc	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. (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
Tên gọi khác	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component	AR model, AR(p) model, autoregression, AR process	MA model, MA(q) process, moving-average process, Box-Jenkins MA
Liên quan	5	6	5
Tóm tắt	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.	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.	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.