Compara mètodes

	Model Autoregressiu (AR)	Autoregressió Vectorial (VAR)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1970s (popularised 1976)	1980
Autor original	George E. P. Box and Gwilym M. Jenkins	Christopher A. Sims
Tipus	Time series model	Multivariate time-series model
Font seminal	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Àlies	AR model, AR(p) model, autoregression, AR process	VAR, VAR model, vector autoregressive model, multivariate autoregression
Relacionats	6	5
Resum	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.	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.