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Модель скользящего среднего (MA)×Векторная авторегрессия (VAR)×
ОбластьЭконометрикаЭконометрика
СемействоRegression modelRegression model
Год появления19701980
Автор методаBox and JenkinsChristopher A. Sims
ТипLinear time series modelMultivariate time-series model
Основополагающий источникBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48. DOI ↗
Другие названияMA model, MA(q) process, moving-average process, Box-Jenkins MAVAR, VAR model, vector autoregressive model, multivariate autoregression
Связанные55
СводкаThe Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.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.
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  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Moving Average Model · Vector Autoregression. Получено 2026-06-15 из https://scholargate.app/ru/compare