Usporedite metode
Pregledajte odabrane metode jednu uz drugu; retci koji se razlikuju su istaknuti.
| ARIMA model (Autoregressive Integrated Moving Average)× | Model ARMA (Autoregresivni pokretni prosjek)× | |
|---|---|---|
| Područje | Ekonometrija | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka | 1970 | 1970 |
| Tvorac≠ | George Box and Gwilym Jenkins | George E. P. Box and Gwilym M. Jenkins |
| Vrsta≠ | Time series forecasting model | Time series model |
| Temeljni izvor | Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗ | Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗ |
| Drugi nazivi | ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q) | ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q) |
| Srodne≠ | 6 | 5 |
| Sažetak≠ | 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. | The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting. |
| ScholarGateSkup podataka ↗ |
|
|