SARIMA

SARIMA stands for Seasonal AutoRegressive Integrated Moving Average. It’s an extension of ARIMA that also models seasonal patterns — great for time series data with trends and repeating cycles (e.g. monthly sales, weekly demand, etc.).

SARIMA Notation

Component Meaning
p AR (AutoRegressive) lag order
d I (Integration): differencing for trend
q MA (Moving Average) order
P Seasonal AR
D Seasonal differencing
Q Seasonal MA
s Season length (e.g. 12 for monthly)

When to Use SARIMA?

Use it if your data shows: - A trend (increasing/decreasing over time) - A seasonal pattern (e.g., higher sales every December)

SARIMA Parameters

Param Name Default Value
AROrder 1
DegreeofDifferencing 1
MAOrder 1
SeasonalAROrder 1
SeasonalDegreeofDifferencing 1
SeasonalMAOrder 1
SeasonalPeriod 12
Method ML