Simulation of Econometric Models with Artificial Intelligence: A Comparative Analysis of VAR/BVAR and TVAR/LSTAR Models with R

Abstract

This study investigates the reliability and limitations of artificial intelligence (xAI Grok-3) in econometric modelling. Using annual Chinese data for 2000–2022 (23 observations), the relationship between economic growth (constant 2015 USD GDP) and the population without access to safely managed drinking water (SWP) is examined within a Granger causality framework. The same real dataset is estimated first in the Grok-3 environment and then in R using VAR, BVAR, TVAR, and LSTAR models. No synthetic data were generated; only the processing of identical real data in two different environments is compared. Results show that Grok-simulations are highly consistent with R estimations in linear (VAR, BVAR) and threshold (TVAR) models, but exhibit significant deviations in the smooth-transition LSTAR model. Grok-3 is not yet a fully reliable econometric tool, yet it provides valuable preliminary insights for linear and semi-nonlinear specifications.

Keywords

• VAR/BVAR/TVAR/LSTAR
• Artificial Intelligence
• Econometric Modelling
• Granger Causality
• Time Series Analysis

Ekonometrik Modellerin Yapay Zeka ile Simülasyonu VARBVAR ve TVARLSTAR Modellerinin R ile Karşılaştırmalı Analizi

Abstract

Bu çalışma, yapay zekanın (xAI Grok-3) ekonometrik modelleme sürecindeki güvenilirliğini ve sınırlarını incelemektedir. 2000-2022 dönemi Çin verileri (yıllık 23 gözlem) kullanılarak ekonomik büyüme (sabit 2015 USD GDP) ile güvenli içme suyuna erişimi olmayan nüfus oranı (SWP) arasındaki ilişki Granger nedenselliği çerçevesinde ele alınmıştır. Aynı gerçek veriler önce Grok-3 ortamında, ardından R programlama dilinde olmak üzere VAR, BVAR, TVAR ve LSTAR modelleriyle tahmin edilmiştir. Hiçbir aşamada sentetik veri üretilmemiş; yalnızca aynı verilerin iki farklı ortamda işlenmesi karşılaştırılmıştır. Sonuçlar, Grok-simülasyonunun doğrusal (VAR, BVAR) ve eşikli doğrusal olmayan (TVAR) modellerde R tahminleriyle yüksek derecede tutarlı olduğunu, ancak yumuşak geçişli LSTAR modelinde önemli sapmalar gösterdiğini ortaya koymuştur. Grok-3 henüz tam anlamıyla güvenilir bir ekonometrik araç değildir; fakat doğrusal ve yarı-doğrusal modellerde araştırmacıya değerli ön bilgiler sunabilmektedir.

Keywords

• VAR/BVAR/TVAR/LSTAR
• Yapay Zeka
• Ekonometrik Modelleme
• Granger Nedenselliği
• Zaman Serisi Analizi

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