قارن الطرق

	نموذج SARIMA للانقطاع الهيكلي	نموذج SARIMA
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1970s–1998	1970 (first edition); 1976 (revised)
صاحب الطريقة	Box & Jenkins (SARIMA); Bai & Perron (structural break detection)	Box, Jenkins, and Reinsel
النوع	Time series model with regime shifts	Seasonal time series 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
الأسماء البديلة	SARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SB	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
ذات صلة	3	5
الملخص	The Structural Break SARIMA model extends the classical Seasonal ARIMA framework by explicitly detecting and accommodating abrupt, permanent shifts in the level, trend, or seasonal pattern of a time series. Rather than forcing a single SARIMA specification across the entire sample, the model partitions the series at estimated breakpoints and fits separate SARIMA processes to each resulting segment, producing more accurate forecasts and reliable inference in the presence of regime changes.	SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.