Regression modelEconometrics / time series
非线性移动平均 (NMA) 模型
非线性移动平均 (NMA) 模型通过允许当前观测值通过非线性函数而非简单的加权和依赖于过去的创新，扩展了经典的线性 MA 模型。当误差冲击以不对称或状态依赖的方式传递给结果时，它被用于时间序列分析。
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来源
- Granger, C. W. J., & Andersen, A. P. (1978). An Introduction to Bilinear Time Series Models. Vandenhoeck and Ruprecht, Gottingen. link ↗
- Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198522300
如何引用本页
ScholarGate. (2026, June 3). Nonlinear Moving Average Model. ScholarGate. https://scholargate.app/zh/econometrics/nonlinear-ma-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 自回归移动平均模型 (ARMA)计量经济学↔ compare
- GARCH 模型（波动率预测）计量经济学↔ compare
- 非线性自回归 (NAR) 模型计量经济学↔ compare
- 光滑转换自回归 (STAR) 模型计量经济学↔ compare