เปรียบเทียบวิธี

	แบบจำลองออโตเรเกรสซีฟ (AR)	แบบจำลอง ARDL ไม่เชิงเส้น (NARDL)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1970s (popularised 1976)	2014
ผู้ริเริ่ม	George E. P. Box and Gwilym M. Jenkins	Shin, Yu & Greenwood-Nimmo
ประเภท	Time series model	Nonlinear cointegration model
แหล่งต้นตำรับ	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer.
ชื่อเรียกอื่น	AR model, AR(p) model, autoregression, AR process	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
ที่เกี่ยวข้อง	6	5
สรุป	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.	The Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically.