เปรียบเทียบวิธี

	แบบจำลอง ARMA ไม่เชิงเส้น (NARMA)	แบบจำลอง ARMA (Autoregressive Moving Average)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980s–1990s	1970
ผู้ริเริ่ม	Tong (1990); Granger & Terasvirta (1993)	George E. P. Box and Gwilym M. Jenkins
ประเภท	Nonlinear time series model	Time series model
แหล่งต้นตำรับ	Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198522300	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
ชื่อเรียกอื่น	NARMA, nonlinear ARMA, NLARMA, nonlinear autoregressive moving average	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
ที่เกี่ยวข้อง	2	5
สรุป	The Nonlinear ARMA (NARMA) model extends the classical linear ARMA framework by allowing the conditional mean to depend on past observations and past errors through an arbitrary nonlinear function. It captures complex dynamics — such as regime changes, asymmetric cycles, and threshold effects — that linear models miss, making it valuable for economic and financial time series.	The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.