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Модель коррекции ошибок вектора (VECM)×Модель ARIMA (авторегрессионная интегрированная скользящая средняя)×Модель векторной авторегрессии (VAR)×
ОбластьЭконометрикаЭконометрикаЭконометрика
СемействоRegression modelRegression modelRegression model
Год появления198720152005
Автор методаEngle & GrangerBox & Jenkins (Box-Jenkins methodology)Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
ТипMultivariate time-series modelUnivariate time-series modelMultivariate time-series model
Основополагающий источникEngle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Другие названияvector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)Box-Jenkins model, ARIMA(p,d,q), ARIMA Modelivector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Связанные454
СводкаThe 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).
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ScholarGateСравнение методов: VECM · ARIMA · VAR Model. Получено 2026-06-18 из https://scholargate.app/ru/compare