Comparar métodos

	Modelo ARMA (Média Móvel Autorregressiva)	Autoregressores Vetoriais (VAR)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1970	1980
Autor original	George E. P. Box and Gwilym M. Jenkins	Christopher A. Sims
Tipo	Time series model	Multivariate time-series model
Fonte seminal	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.
Outros nomes	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	VAR, VAR model, vector autoregressive model, multivariate autoregression
Relacionados	5	5
Resumo	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.