পদ্ধতির তুলনা করুন

	স্ট্রাকচারাল ব্রেক এআর মডেল	অটোরিগ্রেসিভ মডেল (AR)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1989-2003	1970s (popularised 1976)
প্রবর্তক	Perron (1989); Bai & Perron (1998, 2003)	George E. P. Box and Gwilym M. Jenkins
ধরন	Time-series model with structural change	Time series model
মৌলিক উৎস	Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1-22.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
অপর নাম	AR model with structural change, breakpoint AR model, piecewise autoregressive model, AR model with regime shifts	AR model, AR(p) model, autoregression, AR process
সম্পর্কিত	6	6
সারসংক্ষেপ	The structural break AR model extends the standard autoregressive framework by allowing the intercept and autoregressive coefficients to shift at one or more unknown break dates. Each regime between consecutive break points is governed by its own AR parameters, capturing abrupt changes in the dynamics of a time series caused by crises, policy shifts, or other shocks.	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.