방법 비교

	벡터 오차 수정 모형 (VECM)	ARIMA (Autoregressive Integrated Moving Average) 모형	Vector Autoregression (VAR) Model
분야	계량경제학	계량경제학	계량경제학
계열	Regression model	Regression model	Regression model
기원 연도	1987	2015	2005
창시자	Engle & Granger	Box & Jenkins (Box-Jenkins methodology)	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
유형	Multivariate time-series model	Univariate time-series model	Multivariate time-series model
원전	Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
별칭	vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
관련	4	5	4
요약	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.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	Vector 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).