A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference

Haojie Liu, Zihan Lin

We introduce Galerkin-ARIMA and Galerkin-SARIMA, a projection-based extension of classical ARIMA/SARIMA that replaces rigid linear lag operators with low-dimensional Galerkin basis…