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Model ARIMA (Autoregressive Integrated Moving Average)×Regresija običnih najmanjih kvadrata (OLS)×Poasonova i negativno-binomna regresija×
OblastEkonometrijaEkonometrijaEkonometrija
PorodicaRegression modelRegression modelRegression model
Godina nastanka201520191998
TvoracBox & Jenkins (Box-Jenkins methodology)Wooldridge (textbook treatment); classical least squaresCameron & Trivedi (textbook treatment); Hilbe (negative binomial)
TipUnivariate time-series modelLinear regressionGeneralized linear model for count data
Temeljni izvorBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗
Drugi naziviBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeliordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonucount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
Srodne554
SažetakARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Poisson regression is a generalized linear model for count outcomes — events tallied as non-negative integers such as hospital admissions, accidents, or article counts. It models the log of the expected count as a linear function of the predictors, and is developed in the standard count-data treatment of Cameron and Trivedi (1998); when the counts are over-dispersed, the closely related negative binomial model (Hilbe, 2011) is preferred.
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ScholarGateUporedite metode: ARIMA · OLS Regression · Poisson Regression. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare