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Linganisha mbinu

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Modelu Imara ya ARMA×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili19861970
MwanzilishiMartin & Yohai (1986); broader robust time series literatureGeorge Box and Gwilym Jenkins
AinaRobust time series modelTime series forecasting model
Chanzo asiliaFranses, 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 ↗
Majina mbadalarobust ARMA, outlier-robust ARMA, M-estimator ARMA, resistant ARMA estimationARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Zinazohusiana56
MuhtasariThe 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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  1. v1
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  3. PUBLISHED

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ScholarGateLinganisha mbinu: Robust ARMA Model · ARIMA model. Imepatikana 2026-06-17 kutoka https://scholargate.app/sw/compare