विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| अरैखिक चल माध्य (NMA) मॉडल× | स्मूथ ट्रांज़िशन ऑटोरिग्रेसिव (STAR) मॉडल× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1978 | 1994 |
| प्रवर्तक≠ | Granger & Andersen (bilinear/NMA framework); Tong (nonlinear time series theory) | Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002) |
| प्रकार≠ | Nonlinear time series model | Nonlinear time-series regime-switching model |
| मौलिक स्रोत≠ | Granger, C. W. J., & Andersen, A. P. (1978). An Introduction to Bilinear Time Series Models. Vandenhoeck and Ruprecht, Gottingen. link ↗ | Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗ |
| उपनाम≠ | NMA model, nonlinear moving average, NLMA model, nonlinear MA | smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR |
| संबंधित | 4 | 4 |
| सारांश≠ | 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 Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations. |
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