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ARFIMA: Fraktioneret Integreret ARMA-model×Logistisk regression×Almindelig mindste kvadraters metode (OLS) regression×
FagområdeØkonometriForskningsstatistikØkonometri
FamilieRegression modelProcess / pipelineRegression model
Oprindelsesår198019582019
OphavspersonGranger & Joyeux (1980); Hosking (1981)David Roxbee CoxWooldridge (textbook treatment); classical least squares
TypeLong-memory time series modelMethodLinear regression
Oprindelig kildeGranger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29. DOI ↗Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Aliasserfractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing modellogit model, binomial logistic regression, LRordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relaterede535
ResuméARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly.Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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ScholarGateSammenlign metoder: ARFIMA Model · Logistic Regression · OLS Regression. Hentet 2026-06-18 fra https://scholargate.app/da/compare