قارن الطرق

	نموذج الانحدار الذاتي لفورييه	نموذج الانحدار الذاتي (AR)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	2012	1970s (popularised 1976)
صاحب الطريقة	Enders & Lee	George E. P. Box and Gwilym M. Jenkins
النوع	Time series model with Fourier augmentation	Time series model
المصدر التأسيسي	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
الأسماء البديلة	Fourier AR, trigonometric AR model, smooth transition AR with Fourier terms, FAR model	AR model, AR(p) model, autoregression, AR process
ذات صلة	6	6
الملخص	The Fourier AR model extends the standard autoregressive specification by adding trigonometric (sine and cosine) terms to the deterministic component. This allows the model to capture smooth, gradual shifts in the mean or trend of a time series without requiring the researcher to locate or count structural break points explicitly.	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.