方法证据记录
Panel ARIMA model
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.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Panel Autoregressive Integrated Moving Average Model
分类方法记录 · regression-model / econometrics
- Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. · ISBN 978-0521522717
- Box, G. E. P., Jenkins, G. M., Reinsel, G. C., & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. · ISBN 978-1118675021
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