Source: wikibot/bayesian-vector-autoregression
= Bayesian vector autoregression
{wiki=Bayesian_vector_autoregression}
Bayesian Vector Autoregression (BVAR) is a statistical method used for capturing the linear relationships among multiple time series variables over time. It combines the principles of vector autoregression (VAR) with Bayesian statistical techniques, allowing for more flexible modeling and inference, particularly in the presence of uncertainty and smaller sample sizes.