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Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Model Autoregresiv Neliniar (NAR)×Model ARIMA (Autoregresiv Integrat Medie Mobilă)×
DomeniuEconometrieEconometrie
FamilieRegression modelRegression model
Anul apariției1978-19901970
Autorul originalTong, H. (threshold AR); Terasvirta, T. (STAR variant)George Box and Gwilym Jenkins
TipNonlinear time series modelTime series forecasting model
Sursa seminalăTong, 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 ↗
Denumiri alternativeNAR model, nonlinear autoregression, NLAR, threshold autoregressive modelARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Înrudite66
RezumatThe 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.
ScholarGateSet de date
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Nonlinear AR Model · ARIMA model. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare