Salīdzināt metodes

	Vektora autoregresija (VAR)	ARMA modelis (Autoregresīvs vidējais aritmētiskais)
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1980	1970
Autors	Christopher A. Sims	George E. P. Box and Gwilym M. Jenkins
Tips	Multivariate time-series model	Time series model
Pirmavots	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Citi nosaukumi	VAR, VAR model, vector autoregressive model, multivariate autoregression	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Saistītās	5	5
Kopsavilkums	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.	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.