Methoden vergelijken

	Niet-lineair Autoregressief (NAR) Model	ARIMA model	ARMA-model (Autoregressieve Moving Average)
Vakgebied	Econometrie	Econometrie	Econometrie
Familie	Regression model	Regression model	Regression model
Jaar van ontstaan	1978-1990	1970	1970
Grondlegger	Tong, H. (threshold AR); Terasvirta, T. (STAR variant)	George Box and Gwilym Jenkins	George E. P. Box and Gwilym M. Jenkins
Type	Nonlinear time series model	Time series forecasting model	Time series model
Oorspronkelijke bron	Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 9780198522201	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Aliassen	NAR model, nonlinear autoregression, NLAR, threshold autoregressive model	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Verwant	6	6	5
Samenvatting	The Nonlinear AR model extends the classical autoregressive framework by allowing the mapping from past values to the current value to follow an arbitrary or regime-switching nonlinear function. Major families include the Self-Exciting Threshold AR (SETAR), Smooth Transition AR (STAR), and neural network AR, each capturing different forms of asymmetry, regime shifts, or smooth nonlinear dynamics in univariate time series.	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.