विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| स्ट्रक्चरल ब्रेक एमए मॉडल× | मूविंग एवरेज (MA) मॉडल× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1989–1992 | 1970 |
| प्रवर्तक≠ | Perron (1989); Zivot & Andrews (1992) | Box and Jenkins |
| प्रकार≠ | Time series model with structural change | Linear time series 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744 |
| उपनाम | MA model with structural change, broken MA model, MA with regime shift, structural break moving average | MA model, MA(q) process, moving-average process, Box-Jenkins MA |
| संबंधित | 5 | 5 |
| 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 Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods. |
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