เปรียบเทียบวิธี

	แบบจำลอง Panel ARMA	แบบจำลอง Panel Autoregressive (Panel AR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980s–2000s	1980s-2000s
ผู้ริเริ่ม	Baltagi, Hsiao and related panel data literature	Hsiao, C.; Arellano, M.
ประเภท	Panel time series model	Autoregressive time-series model for panel data
แหล่งต้นตำรับ	Baltagi, B. H. (2008). Econometric Analysis of Panel Data (4th ed.). John Wiley & Sons. ISBN: 978-0470518861	Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717
ชื่อเรียกอื่น	Panel ARMA, ARMA panel model, panel autoregressive moving average, cross-sectional ARMA	panel autoregressive model, PAR model, AR model for panel data, panel AR(p)
ที่เกี่ยวข้อง	5	5
สรุป	The Panel ARMA model extends the classical Autoregressive Moving Average (ARMA) framework to panel data, allowing each cross-sectional unit to carry an individual effect while the within-unit error dynamics follow an ARMA(p, q) process. It captures both autocorrelation and moving-average dependence in panel residuals, yielding efficient estimates when the error structure is correctly specified.	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.