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Нелинеен модел ARIMA×Модел на векторна авторегресия (VAR)×
ОбластИконометрияИконометрия
СемействоRegression modelRegression model
Година на възникване1978-19942005
СъздателHowell Tong (SETAR/TAR framework); Timo Terasvirta (STAR extensions)Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
ТипNonlinear time series modelMultivariate time-series model
Основополагащ източникTong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 9780198522249Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Други названияnonlinear ARIMA, NARIMA, nonlinear time series model, nonlinear Box-Jenkins modelvector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Свързани34
РезюмеThe Nonlinear ARIMA model extends the classical Box-Jenkins ARIMA framework by allowing the conditional mean of a time series to depend on past values and past errors through a nonlinear function. It encompasses families such as Threshold AR (TAR/SETAR), Smooth Transition AR (STAR/LSTAR/ESTAR), and Markov-switching models, capturing asymmetric dynamics, regime changes, and business-cycle asymmetries that linear ARIMA cannot represent.Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 1 Източници
  3. PUBLISHED

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ScholarGateСравнение на методи: Nonlinear ARIMA model · VAR Model. Извлечено на 2026-06-17 от https://scholargate.app/bg/compare