What are the best practices to follow when declaring an array in Javascript?

When I need to declare a new array I use this notation

var arr = new Array();

But when testing online, for example on jsbin, a warning signals me to "Use the array literal notation []."

I didn't find a reason to avoid using the constructor. Is in some way less efficient than using []? Or is it bad practice?

Is there a good reason to use var arr = []; instead of var arr = new Array();?