পদ্ধতির তুলনা করুন

	ভেক্টর অটোরিগ্ৰেশন (VAR)	অটো রিগ্রেসিভ মুভিং অ্যাভারেজ (ARMA) মডেল
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1980	1970
প্রবর্তক	Christopher A. Sims	George E. P. Box and Gwilym M. Jenkins
ধরন	Multivariate time-series model	Time series model
মৌলিক উৎস	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
অপর নাম	VAR, VAR model, vector autoregressive model, multivariate autoregression	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
সম্পর্কিত	5	5
সারসংক্ষেপ	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.	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.