Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Modeli SARIMA Jo-linear× | Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)× | Model SARIMA× | |
|---|---|---|---|
| Fusha | Ekonometri | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model | Regression model |
| Viti i origjinës≠ | 1990–2000 | 1970 | 1970 (first edition); 1976 (revised) |
| Krijuesi≠ | Tong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applications | George Box and Gwilym Jenkins | Box, Jenkins, and Reinsel |
| Lloji≠ | Nonlinear time series model | Time series forecasting model | Seasonal time series model |
| Burimi themelues≠ | Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198523000 | Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗ | Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744 |
| Emërtime të tjera | NL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMA | ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q) | SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component |
| Të lidhura≠ | 3 | 6 | 5 |
| Përmbledhja≠ | The Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture. | 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. | SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics. |
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