เปรียบเทียบวิธี

	แบบจำลอง Panel Autoregressive (Panel AR)	แบบจำลอง Panel ARIMA
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980s-2000s	1970s–2000s
ผู้ริเริ่ม	Hsiao, C.; Arellano, M.	Extension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003)
ประเภท	Autoregressive time-series model for panel data	Time-series model applied to panel data
แหล่งต้นตำรับ	Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717	Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717
ชื่อเรียกอื่น	panel autoregressive model, PAR model, AR model for panel data, panel AR(p)	Panel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA
ที่เกี่ยวข้อง	5	5
สรุป	The Panel AR model extends the classical univariate autoregressive model to panel data, capturing how each unit's own past values predict its current value while controlling for unobserved individual heterogeneity through fixed or random effects. It is foundational for modelling dynamic persistence in micro or macro panel datasets.	The Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present.