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

Model SARIMA neliniar×Model ARIMA (Autoregresiv Integrat Medie Mobilă)×
DomeniuEconometrieEconometrie
FamilieRegression modelRegression model
Anul apariției1990–20001970
Autorul originalTong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applicationsGeorge 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: 978-0198523000Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Denumiri alternativeNL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Înrudite36
RezumatThe Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture.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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  1. v1
  2. 2 Surse
  3. PUBLISHED

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