方法证据记录
SARIMA model
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.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Seasonal Autoregressive Integrated Moving Average Model
分类方法记录 · regression-model / econometrics
- Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. · ISBN 978-0130607744
- Hyndman, R. J., & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. · URL
精选声明
声明已持久化到证据分类账中,每个声明都有自己的评估。
尚无精选声明
当分类账中没有声明时,此视图不会自行创建声明评估。
相关方法
从方法图中生成,显示为机器建议的关系 — 不推断任何证据声明。