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Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×Regression ya Kiasi (Quantile Regression)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili20151978
MwanzilishiBox & Jenkins (Box-Jenkins methodology)Koenker & Bassett
AinaUnivariate time-series modelConditional quantile regression
Chanzo asiliaBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Majina mbadalaBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeliconditional quantile regression, regression quantiles, Kantil Regresyon
Zinazohusiana55
MuhtasariARIMA 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).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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ScholarGateLinganisha mbinu: ARIMA · Quantile Regression. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare