Σύγκριση μεθόδων

	Μοντέλο ARIMA (Αυτοπαλινδρομικό Ολοκληρωμένο Κινητό Μέσος Όρος)	Δοκιμή Bai-Perron Πολλαπλών Δομικών Ρηγμάτων	Δοκιμή Chow για Δομικό Ρήγμα
Πεδίο	Οικονομετρία	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Hypothesis test	Regression model
Έτος προέλευσης	1970	1998	1960
Δημιουργός	George Box and Gwilym Jenkins	Jushan Bai & Pierre Perron	Gregory C. Chow
Τύπος	Time series forecasting model	Sequential hypothesis test for multiple structural breaks	Test for structural break in regression coefficients
Θεμελιώδης πηγή	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Εναλλακτικές ονομασίες	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Συναφείς	6	2	2
Σύνοψη	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 Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression model estimated on time-series data. Unlike single-break tests, it simultaneously identifies multiple change-points in a sample, providing economists and empirical researchers with a rigorous, data-driven way to locate parameter instability across time.	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.