Σύγκριση μεθόδων

	Μοντέλο Μη Γραμμικής Κινητής Μέσης Τιμής (NMA)	Μοντέλο ARMA (Αυτοπαλινδρομικής Κινητού Μέσου)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1978	1970
Δημιουργός	Granger & Andersen (bilinear/NMA framework); Tong (nonlinear time series theory)	George E. P. Box and Gwilym M. Jenkins
Τύπος	Nonlinear time series model	Time series model
Θεμελιώδης πηγή	Granger, C. W. J., & Andersen, A. P. (1978). An Introduction to Bilinear Time Series Models. Vandenhoeck and Ruprecht, Gottingen.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Εναλλακτικές ονομασίες	NMA model, nonlinear moving average, NLMA model, nonlinear MA	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Συναφείς	4	5
Σύνοψη	The Nonlinear Moving Average (NMA) model extends the classical linear MA model by allowing the current observation to depend on past innovations through a nonlinear function rather than a simple weighted sum. It is used in time series analysis when error shocks transmit to outcomes in an asymmetric or state-dependent fashion.	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.