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مدل خودرگرسیون برداری (VAR)×مدل تصحیح خطای برداری (VECM)×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش20051987
پدیدآورLütkepohl (textbook treatment); Sims (1980) macroeconometric traditionEngle & Granger
نوعMultivariate time-series modelMultivariate time-series model
منبع بنیادینLütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276. DOI ↗
نام‌های دیگرvector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyonvector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)
مرتبط44
خلاصهVector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).The Vector Error Correction Model is a multivariate time-series model for cointegrated series that captures both their short-run dynamics and their long-run equilibrium relationship. It was introduced by Engle and Granger in 1987 as part of the cointegration and error-correction framework.
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ScholarGateمقایسهٔ روش‌ها: VAR Model · VECM. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare