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]

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Sophie W. Berkhout

2025-05-23