قارن الطرق

	الانحدار الذاتي الهيكلي المتجه (SVAR)	نموذج ARMA (متوسط متحرك ذاتي الانحدار)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1980	1970
صاحب الطريقة	Sims (1980); identification schemes by Blanchard & Quah (1989)	George E. P. Box and Gwilym M. Jenkins
النوع	Multivariate time series model	Time series model
المصدر التأسيسي	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
الأسماء البديلة	SVAR, structural vector autoregression, identified VAR, structural VAR model	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
ذات صلة	5	5
الملخص	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.	The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.