Linganisha mbinu

	Muundo wa Uhusiano wa Kiotomatiki wa Vecta (VAR)	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	2005	2019
Mwanzilishi	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition	Wooldridge (textbook treatment); classical least squares
Aina	Multivariate time-series model	Linear regression
Chanzo asilia	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Majina mbadala	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Zinazohusiana	4	5
Muhtasari	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).	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).