विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| स्ट्रक्चरल ब्रेक एमए मॉडल× | ऑटोरेग्रेसिव इंटीग्रेटेड मूविंग एवरेज (ARIMA) मॉडल× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1989–1992 | 1970 |
| प्रवर्तक≠ | Perron (1989); Zivot & Andrews (1992) | George Box and Gwilym Jenkins |
| प्रकार≠ | Time series model with structural change | Time series forecasting model |
| मौलिक स्रोत≠ | Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361–1401. DOI ↗ | Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗ |
| उपनाम | MA model with structural change, broken MA model, MA with regime shift, structural break moving average | ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q) |
| संबंधित≠ | 5 | 6 |
| सारांश≠ | A Moving Average (MA) time series model augmented to accommodate one or more structural breaks — abrupt shifts in the mean, variance, or MA coefficients occurring at known or unknown break dates. Ignoring structural breaks in an MA process inflates forecast errors and distorts inference on the error dynamics. | 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. |
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