পদ্ধতির তুলনা করুন

	বেয়েশীয় অটোরেগ্রেসিভ (AR) মডেল	ভেক্টর অটোরিগ্ৰেশন (VAR)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1971	1980
প্রবর্তক	Arnold Zellner; foundational Bayesian time-series work by West & Harrison	Christopher A. Sims
ধরন	Bayesian time-series model	Multivariate time-series model
মৌলিক উৎস	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley. ISBN: 978-0471169376	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
অপর নাম	Bayesian autoregressive model, BAR model, Bayesian AR, Bayesian time-series autoregression	VAR, VAR model, vector autoregressive model, multivariate autoregression
সম্পর্কিত	6	5
সারসংক্ষেপ	The Bayesian AR model estimates an autoregressive time-series process by combining a likelihood derived from the AR structure with prior distributions over the lag coefficients and error variance. Rather than producing single point estimates, it yields full posterior distributions, enabling principled uncertainty quantification and probabilistic forecasting.	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.