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vector autoregression

Title English: 
vector autoregression
Acronym English: 
VAR
Definition English: 
The vector autoregression (VAR) is an econometric model used to capture the linear interdependencies among multiple time series. VAR models generalize the univariate autoregressive model (AR model) by allowing for more than one evolving variable.
Title Arabic: 
تراجع ذاتي للموجِّهات
Domain: 
Statistics
Subject: 
Economic Statistics
InformationType: 
Term
SourceSymbol: 
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