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Linganisha mbinu

Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.

Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×Kipimo cha Mapumziko Mengi ya Bai-Perron×Mfumo wa SARIMA×
NyanjaEkonometrikiEkonometrikiEkonometriki
FamiliaRegression modelHypothesis testRegression model
Mwaka wa asili197019981970 (first edition); 1976 (revised)
MwanzilishiGeorge Box and Gwilym JenkinsJushan Bai & Pierre PerronBox, Jenkins, and Reinsel
AinaTime series forecasting modelSequential hypothesis test for multiple structural breaksSeasonal time series model
Chanzo asiliaBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Bai, 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Majina mbadalaARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma TestiSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Zinazohusiana625
MuhtasariThe 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.The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression model estimated on time-series data. Unlike single-break tests, it simultaneously identifies multiple change-points in a sample, providing economists and empirical researchers with a rigorous, data-driven way to locate parameter instability across time.SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.
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ScholarGateLinganisha mbinu: ARIMA model · Bai-Perron Test · SARIMA model. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare