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	Model nelineárneho kĺzavého priemeru (NMA)	Nelineárny autoregresný (NAR) model
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1978	1978-1990
Tvorca	Granger & Andersen (bilinear/NMA framework); Tong (nonlinear time series theory)	Tong, H. (threshold AR); Terasvirta, T. (STAR variant)
Typ	Nonlinear time series model	Nonlinear time series model
Pôvodný zdroj	Granger, C. W. J., & Andersen, A. P. (1978). An Introduction to Bilinear Time Series Models. Vandenhoeck and Ruprecht, Gottingen.	Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 9780198522201
Ďalšie názvy	NMA model, nonlinear moving average, NLMA model, nonlinear MA	NAR model, nonlinear autoregression, NLAR, threshold autoregressive model
Príbuzné	4	6
Zhrnutie	The Nonlinear Moving Average (NMA) model extends the classical linear MA model by allowing the current observation to depend on past innovations through a nonlinear function rather than a simple weighted sum. It is used in time series analysis when error shocks transmit to outcomes in an asymmetric or state-dependent fashion.	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.