Regression modelEconometrics / time series

Robusni ARMA model

Robusni ARMA model proširuje klasični okvir Autoregresivnog Pokretnog Proseka zamenom osetljivog kriterijuma najmanjih kvadrata metodama procene otpornim na odstupanja — tipično M-procene ili pristupi zasnovani na medijani. Ovo štiti procene koeficijenata i prognoze od izobličenja uzrokovanih aditivnim odstupanjima, pomerajima nivoa ili inovacionim odstupanjima koja su česta u ekonomskim i finansijskim vremenskim serijama.

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Izvori

  1. Franses, P. H., & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15(1), 1-9. link
  2. Martin, R. D., & Yohai, V. J. (1986). Influence functionals for time series. The Annals of Statistics, 14(3), 781-818. link

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Robust Autoregressive Moving Average Model. ScholarGate. https://scholargate.app/sr/econometrics/robust-arma-model

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Citirana u

ScholarGateRobust ARMA Model (Robust Autoregressive Moving Average Model). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/robust-arma-model · Skup podataka: https://doi.org/10.5281/zenodo.20539026