Compara mètodes

	Model SARIMA	Autoregressió Vectorial (VAR)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1970 (first edition); 1976 (revised)	1980
Autor original	Box, Jenkins, and Reinsel	Christopher A. Sims
Tipus	Seasonal time series model	Multivariate time-series model
Font seminal	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Àlies	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component	VAR, VAR model, vector autoregressive model, multivariate autoregression
Relacionats	5	5
Resum	SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.	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.