方法对比

	ARDL 边界检验（Pesaran 边界检验）	ARIMA（自回归积分滑动平均）模型	向量误差修正模型 (VECM)
领域	计量经济学	计量经济学	计量经济学
方法族	Regression model	Regression model	Regression model
起源年份	2001	2015	1987
提出者	Pesaran, Shin & Smith	Box & Jenkins (Box-Jenkins methodology)	Engle & Granger
类型	Cointegration test / Autoregressive distributed lag model	Univariate time-series model	Multivariate time-series model
开创性文献	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276.
别名	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)
相关	4	5	4
摘要	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	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.