Compara mètodes

	Model ARIMA (Autoregressive Integrated Moving Average)	Test de Chow per a la Ruptura Estructural
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1970	1960
Autor original	George Box and Gwilym Jenkins	Gregory C. Chow
Tipus	Time series forecasting model	Test for structural break in regression coefficients
Font seminal	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Àlies	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Relacionats	6	2
Resum	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.	The Chow test, introduced by Gregory Chow in 1960, checks whether the coefficients of a linear regression are the same across two subsamples — that is, whether a structural break occurs at a known point such as a policy change, crisis, or regime shift. It compares the fit of a single pooled regression with the combined fit of two separate regressions; a large improvement from splitting indicates the relationship differs between the two periods or groups.