Linganisha mbinu

	Muundo wa Bayesian ARIMA	Ubora wa Utegemezi wa Viga (VAR)
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	1970s (ARIMA); Bayesian extension prominent from 1990s	1980
Mwanzilishi	Pole, West & Harrison (Bayesian treatment); Box & Jenkins (ARIMA foundation)	Christopher A. Sims
Aina	Bayesian time series model	Multivariate time-series model
Chanzo asilia	Pole, A., West, M., & Harrison, J. (1994). Applied Bayesian Forecasting and Time Series Analysis. Chapman & Hall. ISBN: 978-0412416903	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Majina mbadala	Bayesian ARIMA, BARIMA, Bayesian Box-Jenkins model, Bayesian integrated time series model	VAR, VAR model, vector autoregressive model, multivariate autoregression
Zinazohusiana	6	5
Muhtasari	The Bayesian ARIMA model combines the classical Box-Jenkins ARIMA framework with Bayesian inference. Instead of obtaining single point estimates for autoregressive and moving average parameters, it places prior distributions over them and uses observed data to update beliefs into a full posterior distribution, enabling coherent uncertainty quantification and probabilistic forecasting.	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.