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	ARFIMA: 階差次数が分数であるARMAモデル	ロジスティック回帰
分野	計量経済学	研究統計
系統	Regression model	Process / pipeline
提唱年	1980	1958
提唱者	Granger & Joyeux (1980); Hosking (1981)	David Roxbee Cox
種類	Long-memory time series model	Method
原典	Granger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.
別名	fractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing model	logit model, binomial logistic regression, LR
関連	5	3
概要	ARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly.	Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.