Compara mètodes

	Model AR de Fourier	Model AR amb trencament estructural
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2012	1989-2003
Autor original	Enders & Lee	Perron (1989); Bai & Perron (1998, 2003)
Tipus	Time series model with Fourier augmentation	Time-series model with structural change
Font seminal	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.	Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1-22.
Àlies	Fourier AR, trigonometric AR model, smooth transition AR with Fourier terms, FAR model	AR model with structural change, breakpoint AR model, piecewise autoregressive model, AR model with regime shifts
Relacionats	6	6
Resum	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.	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.