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	Bayesiansk autoregressiv (AR) modell	Bayesiansk ARMA-modell
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1971	1970s–1980s
Upphovsperson	Arnold Zellner; foundational Bayesian time-series work by West & Harrison	Box & Jenkins (classical ARMA); Bayesian treatment developed through work of Zellner, Geweke, and others in 1970s–1980s
Typ	Bayesian time-series model	Bayesian time series model
Ursprungskälla	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley. ISBN: 978-0471169376	Geweke, J., & Meese, R. (1981). Estimating regression models of finite but unknown order. International Economic Review, 22(1), 55–70.
Alias	Bayesian autoregressive model, BAR model, Bayesian AR, Bayesian time-series autoregression	Bayesian ARMA, B-ARMA, Bayesian autoregressive moving average, ARMA with Bayesian inference
Närliggande	6	6
Sammanfattning	The Bayesian AR model estimates an autoregressive time-series process by combining a likelihood derived from the AR structure with prior distributions over the lag coefficients and error variance. Rather than producing single point estimates, it yields full posterior distributions, enabling principled uncertainty quantification and probabilistic forecasting.	The Bayesian ARMA model applies Bayesian inference to the classical autoregressive moving average framework for stationary univariate time series. Rather than producing single point estimates for the AR and MA parameters, it yields full posterior distributions, naturally incorporating prior knowledge and providing coherent uncertainty quantification over forecasts and impulse responses.