Model ARIMA Tak Linear
Model ARIMA Tak Linear memperluas kerangka kerja ARIMA Box-Jenkins klasik dengan membolehkan min bersyarat siri masa bergantung pada nilai-nilai lalu dan ralat-ralat lalu melalui fungsi tak linear. Ia merangkumi keluarga seperti Threshold AR (TAR/SETAR), Smooth Transition AR (STAR/LSTAR/ESTAR), dan model Markov-switching, yang menangkap dinamik asimetri, perubahan rejim, dan asimetri kitaran perniagaan yang tidak dapat diwakili oleh ARIMA linear.
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Method map
The neighbourhood of related methods — select a node to explore.
Sumber
- Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 9780198522249
- Terasvirta, T. (1994). Specification, estimation, and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association, 89(425), 208-218. link ↗
Cara memetik halaman ini
ScholarGate. (2026, June 3). Nonlinear Autoregressive Integrated Moving Average Model. ScholarGate. https://scholargate.app/ms/econometrics/nonlinear-arima-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Model ARIMA (Autoregressive Integrated Moving Average)Ekonometrik↔ compare
- Model GARCH (Peramalan Volatiliti)Ekonometrik↔ compare
- Model Regresi Autoruang (VAR)Ekonometrik↔ compare
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