Porovnat metody

	Model ARMA (Autoregressive Moving Average)	Autoregresní model (AR)	Nelineární ARDL (NARDL) model
Obor	Ekonometrie	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model	Regression model
Rok vzniku	1970	1970s (popularised 1976)	2014
Tvůrce	George E. P. Box and Gwilym M. Jenkins	George E. P. Box and Gwilym M. Jenkins	Shin, Yu & Greenwood-Nimmo
Typ	Time series model	Time series model	Nonlinear cointegration model
Původní zdroj	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	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer.
Další názvy	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	AR model, AR(p) model, autoregression, AR process	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Příbuzné	5	6	5
Shrnutí	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.	The Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically.