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Krahasoni metodat

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

NARDL me Ndërprerje Strukturore×Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës2014–20181970
KrijuesiShin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchersGeorge Box and Gwilym Jenkins
LlojiNonlinear cointegration with structural breaksTime series forecasting model
Burimi themeluesShin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer. DOI ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Emërtime të tjeraSB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural breakARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Të lidhura66
PërmbledhjaStructural Break NARDL extends the Nonlinear Autoregressive Distributed Lag (NARDL) bounds-testing framework by explicitly accommodating one or more structural breaks in the long-run relationship. It separates positive and negative changes in the regressor, tests for cointegration, and allows regime shifts, providing a richer picture of asymmetric and break-sensitive dynamics between variables.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.
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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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