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Krahasoni metodat

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

Modeli i Mesatares së Lëvizshme (MA)×Model ARMA (Autoregressive Moving Average)×Modeli Autoregresiv (AR)×
FushaEkonometriEkonometriEkonometri
FamiljaRegression modelRegression modelRegression model
Viti i origjinës197019701970s (popularised 1976)
KrijuesiBox and JenkinsGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. Jenkins
LlojiLinear time series modelTime series 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. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Emërtime të tjeraMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR process
Të lidhura556
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 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.An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.
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  2. 2 Burimet
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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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