Regression modelEconometrics / time series
Struktuurilise Murrangu SARIMA Mudel
Struktuurilise Murre SARIMA Mudel
Loe meetodi täielikku kirjeldust
Ainult liikmetele
Logi sisseSelle osa lugemiseks logi sisse tasuta kontoga.
Method map
The neighbourhood of related methods — select a node to explore.
Allikad
- Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI: 10.2307/2998540 ↗
- Box, G. E. P., Jenkins, G. M., Reinsel, G. C., & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
Kuidas sellele lehele viidata
ScholarGate. (2026, June 3). Structural Break Seasonal Autoregressive Integrated Moving Average Model. ScholarGate. https://scholargate.app/et/econometrics/structural-break-sarima-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- ARIMA mudel (autoregressiivne integreeritud libisev keskmine)Ökonomeetria↔ compare
- Bai-Perroni mitme struktuurimurde testÖkonomeetria↔ compare
- SARIMA mudelÖkonomeetria↔ compare
Sellele viitavad
Märkasid sellel lehel viga? Teata sellest või paku parandust →