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Μοντέλο Panel SARIMA×Μοντέλο Panel ARIMA×
ΠεδίοΟικονομετρίαΟικονομετρία
ΟικογένειαRegression modelRegression model
Έτος προέλευσης1976 (SARIMA); 1990s (panel extensions)1970s–2000s
ΔημιουργόςBox & Jenkins (SARIMA foundation); panel extension via mean-group and pooled estimatorsExtension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003)
ΤύποςSeasonal time series panel modelTime-series model applied to panel data
Θεμελιώδης πηγήBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control. Holden-Day. ISBN: 978-0470272848Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717
Εναλλακτικές ονομασίεςPanel SARIMA, Seasonal ARIMA panel model, SARIMA panel estimation, grouped seasonal time series modelPanel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA
Συναφείς55
ΣύνοψηThe Panel SARIMA model applies the Seasonal Autoregressive Integrated Moving Average (SARIMA) framework to panel data, fitting individual or pooled seasonal time series models across multiple cross-sectional units. It captures both non-seasonal and seasonal autocorrelation, trends, and periodicity, making it suitable for datasets where multiple entities share a common seasonal structure over time.The Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present.
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ScholarGateΣύγκριση μεθόδων: Panel SARIMA model · Panel ARIMA model. Ανακτήθηκε στις 2026-06-17 από https://scholargate.app/el/compare