Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Model ARIMA (Autoregressive Integrated Moving Average)× | Modeli Dinamik i Faktorëve× | |
|---|---|---|
| Fusha | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model |
| Viti i origjinës≠ | 2015 | 2002 |
| Krijuesi≠ | Box & Jenkins (Box-Jenkins methodology) | James Stock & Mark Watson |
| Lloji≠ | Univariate time-series model | Latent-factor time-series model |
| Burimi themelues≠ | Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021 | Stock, J. H., & Watson, M. W. (2002). Macroeconomic forecasting using diffusion indexes. Journal of Business & Economic Statistics, 20(2), 147–162. DOI ↗ |
| Emërtime të tjera≠ | Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli | Diffusion Index Model, Large-Scale Factor Model, Approximate Factor Model, Dinamik Faktör Modeli |
| Të lidhura≠ | 5 | 2 |
| Përmbledhja≠ | ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015). | A Dynamic Factor Model (DFM) extracts a small number of latent common factors from a large panel of economic time series and uses those factors to forecast or nowcast a target variable. Formalized for macroeconomic forecasting by James Stock and Mark Watson in their 2002 Journal of Business & Economic Statistics paper, DFMs handle hundreds of indicators simultaneously while avoiding the curse of dimensionality that plagues traditional multivariate models. |
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