পদ্ধতির তুলনা করুন

	অটো রিগ্রেসিভ মুভিং অ্যাভারেজ (ARMA) মডেল	অটোরিগ্রেসিভ মডেল (AR)	Robust Generalized Least Squares (Robust GLS)
ক্ষেত্র	অর্থমিতি	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model	Regression model
উদ্ভবের বছর	1970	1970s (popularised 1976)	1936 / 1980
প্রবর্তক	George E. P. Box and Gwilym M. Jenkins	George E. P. Box and Gwilym M. Jenkins	Aitken (GLS theory, 1936); White (robust covariance, 1980)
ধরন	Time series model	Time series model	Robust linear regression
মৌলিক উৎস	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson. Chapter 9: The Generalized Regression Model and Heteroscedasticity. ISBN: 978-0131395381
অপর নাম	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	AR model, AR(p) model, autoregression, AR process	robust generalized least squares, GLS with robust standard errors, heteroscedasticity-consistent GLS, HC-GLS
সম্পর্কিত	5	6	5
সারসংক্ষেপ	The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.	Robust GLS extends classical Generalized Least Squares by pairing GLS coefficient estimation with heteroscedasticity- and autocorrelation-consistent (HAC) standard errors, or by using M-estimation within the GLS framework. It corrects for non-spherical errors — heteroscedasticity, autocorrelation, or both — while also guarding inference against misspecification of the error covariance structure.