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المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة1976 (SARIMA); 1990s (panel extensions)1966–1978
صاحب الطريقةBox & Jenkins (SARIMA foundation); panel extension via mean-group and pooled estimatorsBalestra & Nerlove (1966); Mundlak (1978); Hausman (1978)
النوعSeasonal time series panel modelPanel regression framework
المصدر التأسيسيBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control. Holden-Day. ISBN: 978-0470272848Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528
الأسماء البديلةPanel SARIMA, Seasonal ARIMA panel model, SARIMA panel estimation, grouped seasonal time series modellongitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis
ذات صلة55
الملخصThe Panel SARIMA model applies the Seasonal Autoregressive Integrated Moving Average (SARIMA) framework to panel data, fitting individual or pooled seasonal time series models across multiple cross-sectional units. It captures both non-seasonal and seasonal autocorrelation, trends, and periodicity, making it suitable for datasets where multiple entities share a common seasonal structure over time.Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test.
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ScholarGateقارن الطرق: Panel SARIMA model · Panel Data Analysis. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare