ARIMA vs. SARIMA: Differences and When to Use Each for Forecasting
If you are trying to decide between ARIMA and SARIMA, the thing you are really checking for is seasonality. ARIMA is for a series with a trend or short-term dependence, but no predictable repeating cycle. SARIMA is for when you have that same stuff plus a repeating pattern, like monthly demand going up every December or daily traffic acting differently every weekend. Pretty much. The annoying bit is that seasonality can look like random mess until you actually plot the data. Also, a seasonal model sounds more complete, so it is tempting to throw one at everything. I have done that. Forecasting gets annoying pretty fast when the model is more complicated than the data needs it to be. ...