ScholarGate
Asistenti

Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Modeli i Mesatares së Lëvizshme (MA)×Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)×Model ARMA (Autoregressive Moving Average)×
FushaEkonometriEkonometriEkonometri
FamiljaRegression modelRegression modelRegression model
Viti i origjinës197019701970
KrijuesiBox and JenkinsGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
LlojiLinear time series modelTime series forecasting modelTime series model
Burimi themeluesBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Emërtime të tjeraMA model, MA(q) process, moving-average process, Box-Jenkins MAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Të lidhura565
PërmbledhjaThe Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.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.The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
  3. PUBLISHED
  1. v1
  2. 2 Burimet
  3. PUBLISHED
  1. v1
  2. 2 Burimet
  3. PUBLISHED

Shko te kërkimi Shkarko diapozitivat

ScholarGateKrahasoni metodat: Moving Average Model · ARIMA model · ARMA model. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare