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Modelo Autorregresivo No Lineal (NAR)×Modelo ARIMA (Autoregressive Integrated Moving Average)×
CampoEconometríaEconometría
FamiliaRegression modelRegression model
Año de origen1978-19901970
Autor originalTong, H. (threshold AR); Terasvirta, T. (STAR variant)George Box and Gwilym Jenkins
TipoNonlinear time series modelTime series forecasting model
Fuente seminalTong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 9780198522201Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
AliasNAR model, nonlinear autoregression, NLAR, threshold autoregressive modelARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Relacionados66
ResumenThe Nonlinear AR model extends the classical autoregressive framework by allowing the mapping from past values to the current value to follow an arbitrary or regime-switching nonlinear function. Major families include the Self-Exciting Threshold AR (SETAR), Smooth Transition AR (STAR), and neural network AR, each capturing different forms of asymmetry, regime shifts, or smooth nonlinear dynamics in univariate time series.The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.
ScholarGateConjunto de datos
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  3. PUBLISHED
  1. v1
  2. 2 Fuentes
  3. PUBLISHED

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ScholarGateComparar métodos: Nonlinear AR Model · ARIMA model. Recuperado el 2026-06-17 de https://scholargate.app/es/compare