Comparar métodos

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