방법 비교

	ARIMA (Autoregressive Integrated Moving Average) 모형	최소제곱법(OLS) 회귀	포아송 및 음이항 회귀분석	세타 방법(The Theta Method)
분야	계량경제학	계량경제학	계량경제학	계량경제학
계열	Regression model	Regression model	Regression model	Regression model
기원 연도	2015	2019	1998	2000
창시자	Box & Jenkins (Box-Jenkins methodology)	Wooldridge (textbook treatment); classical least squares	Cameron & Trivedi (textbook treatment); Hilbe (negative binomial)	Assimakopoulos & Nikolopoulos
유형	Univariate time-series model	Linear regression	Generalized linear model for count data	Univariate time-series forecasting model
원전	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press.	Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530.
별칭	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	count regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon	theta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi
관련	5	5	4	4
요약	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	Poisson regression is a generalized linear model for count outcomes — events tallied as non-negative integers such as hospital admissions, accidents, or article counts. It models the log of the expected count as a linear function of the predictors, and is developed in the standard count-data treatment of Cameron and Trivedi (1998); when the counts are over-dispersed, the closely related negative binomial model (Hilbe, 2011) is preferred.	The Theta Method is a univariate time-series forecasting model introduced by Assimakopoulos and Nikolopoulos in 2000. It decomposes a series into two theta lines that capture its long-run trend and its short-run dynamics, forecasts each line separately, and combines them by a weighted average. Its simplicity and accuracy made it the winner of the M3 forecasting competition.