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Krahasoni metodat

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

Model SARIMA i Panelit×Model Panel ARIMA×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës1976 (SARIMA); 1990s (panel extensions)1970s–2000s
KrijuesiBox & Jenkins (SARIMA foundation); panel extension via mean-group and pooled estimatorsExtension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003)
LlojiSeasonal time series panel modelTime-series model applied to panel data
Burimi themeluesBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control. Holden-Day. ISBN: 978-0470272848Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717
Emërtime të tjeraPanel SARIMA, Seasonal ARIMA panel model, SARIMA panel estimation, grouped seasonal time series modelPanel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA
Të lidhura55
PërmbledhjaThe Panel SARIMA model applies the Seasonal Autoregressive Integrated Moving Average (SARIMA) framework to panel data, fitting individual or pooled seasonal time series models across multiple cross-sectional units. It captures both non-seasonal and seasonal autocorrelation, trends, and periodicity, making it suitable for datasets where multiple entities share a common seasonal structure over time.The Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present.
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  1. v1
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  3. PUBLISHED

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ScholarGateKrahasoni metodat: Panel SARIMA model · Panel ARIMA model. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare