قارن الطرق

	نموذج الانحدار الذاتي المتجهي (VAR)	نموذج تصحيح الخطأ المتجه (VECM)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	2005	1987
صاحب الطريقة	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition	Engle & Granger
النوع	Multivariate time-series model	Multivariate time-series model
المصدر التأسيسي	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.	Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276.
الأسماء البديلة	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon	vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)
ذات صلة	4	4
الملخص	Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).	The Vector Error Correction Model is a multivariate time-series model for cointegrated series that captures both their short-run dynamics and their long-run equilibrium relationship. It was introduced by Engle and Granger in 1987 as part of the cointegration and error-correction framework.