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Krahasoni metodat

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

Modeli SARIMA me Ndërprerje Strukturore×Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës1970s–19981970
KrijuesiBox & Jenkins (SARIMA); Bai & Perron (structural break detection)George Box and Gwilym Jenkins
LlojiTime series model with regime shiftsTime series forecasting model
Burimi themeluesBai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Emërtime të tjeraSARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SBARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Të lidhura36
PërmbledhjaThe Structural Break SARIMA model extends the classical Seasonal ARIMA framework by explicitly detecting and accommodating abrupt, permanent shifts in the level, trend, or seasonal pattern of a time series. Rather than forcing a single SARIMA specification across the entire sample, the model partitions the series at estimated breakpoints and fits separate SARIMA processes to each resulting segment, producing more accurate forecasts and reliable inference in the presence of regime changes.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.
ScholarGateSeti i të dhënave
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  2. 2 Burimet
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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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