Krahasoni metodat

	Autoregresioni Vektoriale (VAR)	Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)	Model ARMA (Autoregressive Moving Average)
Fusha	Ekonometri	Ekonometri	Ekonometri
Familja	Regression model	Regression model	Regression model
Viti i origjinës	1980	1970	1970
Krijuesi	Christopher A. Sims	George Box and Gwilym Jenkins	George E. P. Box and Gwilym M. Jenkins
Lloji	Multivariate time-series model	Time series forecasting model	Time series model
Burimi themelues	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.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Emërtime të tjera	VAR, VAR model, vector autoregressive model, multivariate autoregression	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Të lidhura	5	6	5
Përmbledhja	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 ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.	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.