Sammenlign metoder
Gennemgå dine valgte metoder side om side; rækker, der afviger, er fremhævet.
| Panel ARMA-model× | ARMA-model (Autoregressiv glidende gennemsnit)× | |
|---|---|---|
| Fagområde | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Oprindelsesår≠ | 1980s–2000s | 1970 |
| Ophavsperson≠ | Baltagi, Hsiao and related panel data literature | George E. P. Box and Gwilym M. Jenkins |
| Type≠ | Panel time series model | Time series model |
| Oprindelig kilde≠ | Baltagi, B. H. (2008). Econometric Analysis of Panel Data (4th ed.). John Wiley & Sons. ISBN: 978-0470518861 | Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗ |
| Aliasser | Panel ARMA, ARMA panel model, panel autoregressive moving average, cross-sectional ARMA | ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q) |
| Relaterede | 5 | 5 |
| Resumé≠ | The Panel ARMA model extends the classical Autoregressive Moving Average (ARMA) framework to panel data, allowing each cross-sectional unit to carry an individual effect while the within-unit error dynamics follow an ARMA(p, q) process. It captures both autocorrelation and moving-average dependence in panel residuals, yielding efficient estimates when the error structure is correctly specified. | 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. |
| ScholarGateDatasæt ↗ |
|
|