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	Bayesiansk MA-modell (Moving Average)	Bayesiansk autoregressiv (AR) modell
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1970s–1997	1971
Upphovsperson	Bayesian framework applied to Box-Jenkins MA models; West & Harrison (1997) canonical treatment	Arnold Zellner; foundational Bayesian time-series work by West & Harrison
Typ	Bayesian time series model	Bayesian time-series model
Ursprungskälla	West, M., & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259	Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley. ISBN: 978-0471169376
Alias	Bayesian MA, Bayesian moving average, BMA time series, MA model with Bayesian estimation	Bayesian autoregressive model, BAR model, Bayesian AR, Bayesian time-series autoregression
Närliggande	6	6
Sammanfattning	The Bayesian MA model estimates a moving average time series model within a fully Bayesian framework, placing prior distributions on the MA parameters and error variance and updating them via Bayes' theorem. This approach yields full posterior distributions over model parameters and produces probabilistic forecasts with coherent uncertainty quantification.	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.