ScholarGate
Msaidizi

Linganisha mbinu

Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.

Ubora wa Utegemezi wa Viga (VAR)×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili19801970
MwanzilishiChristopher A. SimsGeorge Box and Gwilym Jenkins
AinaMultivariate time-series modelTime series forecasting model
Chanzo asiliaSims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48. DOI ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Majina mbadalaVAR, VAR model, vector autoregressive model, multivariate autoregressionARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Zinazohusiana56
MuhtasariVector 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.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

Nenda kwenye utafutaji Pakua slaidi

ScholarGateLinganisha mbinu: Vector Autoregression · ARIMA model. Imepatikana 2026-06-17 kutoka https://scholargate.app/sw/compare