Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Muundo wa Modelu ya MWazo ya Kujenga Upya (Structural Break MA Model)× | Mfumo wa ARIMA wa Mapumziko ya Kiunzi× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 1989–1992 | 1989-1998 |
| Mwanzilishi≠ | Perron (1989); Zivot & Andrews (1992) | Perron (1989); extended by Bai & Perron (1998) |
| Aina≠ | Time series model with structural change | Time series model with regime detection |
| Chanzo asilia≠ | Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361–1401. DOI ↗ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗ |
| Majina mbadala | MA model with structural change, broken MA model, MA with regime shift, structural break moving average | ARIMA with structural breaks, break-adjusted ARIMA, piecewise ARIMA, ARIMA with regime shifts |
| Zinazohusiana≠ | 5 | 3 |
| Muhtasari≠ | A Moving Average (MA) time series model augmented to accommodate one or more structural breaks — abrupt shifts in the mean, variance, or MA coefficients occurring at known or unknown break dates. Ignoring structural breaks in an MA process inflates forecast errors and distorts inference on the error dynamics. | A structural break ARIMA model extends the standard ARIMA framework by explicitly identifying and accommodating one or more abrupt shifts in the level, trend, or dynamics of a time series. Rather than forcing a single set of ARIMA parameters across the entire sample, it fits separate ARIMA specifications for each regime defined by the detected break dates. |
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