Model overview
This is the landing page with an overview of all the statistical models that are covered by MATILDA.
- Autoregressive (AR) model
- Moving-average (MA) model
- Autoregressive intergrated moving-average (ARIMA) model
- Autoregressive moving-average (ARMA) model
- Autoregressive moving-average model with exogenous inputs (ARMAX)
- Change point model
- [Continuous time autoregressive model]
- Deterministic trend
- Deterministic versus stochastic trend
- Dynamic regression
- Interrupted time series model
- Markov-switching autoregressive (MS-AR) model
- Random walk
- [Regime switching models]
- Threshold autoregressive (TAR) model
- Time-varying autoregressive (TV-AR) model
- [Vector autoregressive model]
For the models with autoregression (e.g., AR, ARMA, ARIMA, ARMAX, MS-AR, TAR, and TV-AR models), it may be of interest to also be of interest to consider the two formulations of an AR model.