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Modeli i Mesatares Lëvizëse Jolineare (NMA)×Model ARMA (Autoregressive Moving Average)×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës19781970
KrijuesiGranger & Andersen (bilinear/NMA framework); Tong (nonlinear time series theory)George E. P. Box and Gwilym M. Jenkins
LlojiNonlinear time series modelTime series model
Burimi themeluesGranger, C. W. J., & Andersen, A. P. (1978). An Introduction to Bilinear Time Series Models. Vandenhoeck and Ruprecht, Gottingen. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Emërtime të tjeraNMA model, nonlinear moving average, NLMA model, nonlinear MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Të lidhura45
PërmbledhjaThe 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 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.
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ScholarGateKrahasoni metodat: Nonlinear MA model · ARMA model. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare