Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Modelo SARIMA× | Vector Autoregression (VAR)× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1970 (first edition); 1976 (revised) | 1980 |
| Autor original≠ | Box, Jenkins, and Reinsel | Christopher A. Sims |
| Tipo≠ | Seasonal time series model | Multivariate time-series model |
| Fuente 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. DOI ↗ |
| Alias | SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component | VAR, VAR model, vector autoregressive model, multivariate autoregression |
| Relacionados | 5 | 5 |
| Resumen≠ | 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. |
| ScholarGateConjunto de datos ↗ |
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