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Robusni ARMA model×ARIMA model (Autoregresivni integrisani model pokretnih proseka)×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka19861970
TvoracMartin & Yohai (1986); broader robust time series literatureGeorge Box and Gwilym Jenkins
TipRobust time series modelTime series forecasting model
Temeljni izvorFranses, P. H., & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15(1), 1-9. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Drugi nazivirobust ARMA, outlier-robust ARMA, M-estimator ARMA, resistant ARMA estimationARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Srodne56
SažetakThe Robust ARMA model extends the classical Autoregressive Moving Average framework by replacing the sensitive least-squares loss with outlier-resistant estimation methods — typically M-estimators or median-based approaches. This protects coefficient estimates and forecasts from being distorted by additive outliers, level shifts, or innovational outliers that are common in economic and financial time series.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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ScholarGateUporedite metode: Robust ARMA Model · ARIMA model. Preuzeto 2026-06-15 sa https://scholargate.app/sr/compare