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 |