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 |