ARIMA

One-series baseline forecast built from historical persistence and differencing.

VAR

Interacting series with lag structure and stability checks.

BVAR

VAR structure with priors and shrinkage over a compact macro system.

Ridge

Regularized regression for broad feature packs with stable shrinkage.

LASSO

Sparse regression that can zero out weaker predictors.

Ensemble

Combines several empirical models into one scored baseline.