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Ikke-lineær autoregressiv (NAR) modell×ARIMA-modell (Autoregressiv Integrert Glidende Gjennomsnitt)×
FagfeltØkonometriØkonometri
FamilieRegression modelRegression model
Opprinnelsesår1978-19901970
OpphavspersonTong, H. (threshold AR); Terasvirta, T. (STAR variant)George Box and Gwilym Jenkins
TypeNonlinear time series modelTime series forecasting model
Opprinnelig kildeTong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 9780198522201Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
AliasNAR model, nonlinear autoregression, NLAR, threshold autoregressive modelARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Relaterte66
SammendragThe 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.
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ScholarGateSammenlign metoder: Nonlinear AR Model · ARIMA model. Hentet 2026-06-17 fra https://scholargate.app/no/compare