เปรียบเทียบวิธี

	แบบจำลอง Panel ARIMA	แบบจำลอง Panel Autoregressive (Panel AR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1970s–2000s	1980s-2000s
ผู้ริเริ่ม	Extension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003)	Hsiao, C.; Arellano, M.
ประเภท	Time-series model applied to panel data	Autoregressive time-series model for 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 ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA	panel autoregressive model, PAR model, AR model for panel data, panel AR(p)
ที่เกี่ยวข้อง	5	5
สรุป	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.	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.