השוואת שיטות

	מודל ARMA (אוטורגרסיבי ממוצע נע)	Autoregression Vector (VAR)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1970	1980
הוגה השיטה	George E. P. Box and Gwilym M. Jenkins	Christopher A. Sims
סוג	Time series model	Multivariate time-series model
מקור מכונן	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
כינויים	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	VAR, VAR model, vector autoregressive model, multivariate autoregression
קשורות	5	5
תקציר	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.	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.