Regression model
季节性ARIMA（SARIMA）
SARIMA是Box-Jenkins ARIMA模型的季节性扩展，它增加了季节性差分以及季节性自回归和移动平均项。该模型在Box、Jenkins、Reinsel和Ljung的框架（第5版，2015年）内开发，用于预测模式按年、月或周重复的序列。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
- Hyndman, R.J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. ISBN: 978-0987507136
如何引用本页
ScholarGate. (2026, June 1). Seasonal Autoregressive Integrated Moving Average. ScholarGate. https://scholargate.app/zh/econometrics/sarima
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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