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Modeli i Mesatares së Lëvizshme (MA)×Modeli Autoregresiv (AR)×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës19701970s (popularised 1976)
KrijuesiBox and JenkinsGeorge E. P. Box and Gwilym M. Jenkins
LlojiLinear time 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. (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 MAAR model, AR(p) model, autoregression, AR process
Të lidhura56
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.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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ScholarGateKrahasoni metodat: Moving Average Model · Autoregressive model. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare