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Ubora wa Utegemezi wa Viga (VAR)×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×Modeli ya ARMA (Autoregressive Moving Average)×
NyanjaEkonometrikiEkonometrikiEkonometriki
FamiliaRegression modelRegression modelRegression model
Mwaka wa asili198019701970
MwanzilishiChristopher A. SimsGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
AinaMultivariate time-series modelTime series forecasting modelTime series 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 ↗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)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
Zinazohusiana565
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.The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.
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ScholarGateLinganisha mbinu: Vector Autoregression · ARIMA model · ARMA model. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare