เปรียบเทียบวิธี

	แบบจำลองการแก้ไขข้อผิดพลาดเวกเตอร์ (VECM)	แบบจำลอง Vector Autoregression (VAR)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1987	2005
ผู้ริเริ่ม	Engle & Granger	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
ประเภท	Multivariate time-series model	Multivariate time-series model
แหล่งต้นตำรับ	Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
ชื่อเรียกอื่น	vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
ที่เกี่ยวข้อง	4	4
สรุป	The Vector Error Correction Model is a multivariate time-series model for cointegrated series that captures both their short-run dynamics and their long-run equilibrium relationship. It was introduced by Engle and Granger in 1987 as part of the cointegration and error-correction framework.	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).