Engineering Alpha

Engineering Alpha

Cracking the Code of Complex Time Series with SARIMA

Understanding the Model That Combines Seasonality and Trends

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Aug 29, 2024
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SARIMA is an evolution of the well known ARIMA, and it combines the strengths of seasonal adjustments and trend analysis to provide more accurate and insightful data interpretation.

In this article, we’ll explore the fundamentals of SARIMA, how it works, and why it’s an essential tool for anyone dealing with complex time series data using Python.

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