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Model ARIMA (Autoregresyjny Zintegrowany Model Średniej Ruchomej)×Model NARDL (Nonlinear Autoregressive Distributed Lag)×
DziedzinaEkonometriaEkonometria
RodzinaRegression modelRegression model
Rok powstania19702014
TwórcaGeorge Box and Gwilym JenkinsShin, Yu & Greenwood-Nimmo
TypTime series forecasting modelNonlinear cointegration model
Źródło pierwotneBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer. link ↗
Inne nazwyARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Pokrewne65
PodsumowanieThe 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 Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically.
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ScholarGatePorównaj metody: ARIMA model · Nonlinear ARDL. Pobrano 2026-06-18 z https://scholargate.app/pl/compare