قارن الطرق

	نموذج ARIMA للانقطاع الهيكلي	نموذج ARIMA (الانحدار الذاتي المتكامل المتوسط المتحرك)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1989-1998	1970
صاحب الطريقة	Perron (1989); extended by Bai & Perron (1998)	George Box and Gwilym Jenkins
النوع	Time series model with regime detection	Time series forecasting model
المصدر التأسيسي	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
الأسماء البديلة	ARIMA with structural breaks, break-adjusted ARIMA, piecewise ARIMA, ARIMA with regime shifts	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
ذات صلة	3	6
الملخص	A structural break ARIMA model extends the standard ARIMA framework by explicitly identifying and accommodating one or more abrupt shifts in the level, trend, or dynamics of a time series. Rather than forcing a single set of ARIMA parameters across the entire sample, it fits separate ARIMA specifications for each regime defined by the detected break dates.	The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.