Σύγκριση μεθόδων

	Μοντέλο ARIMA με όρους Fourier	Μοντέλο ARIMA (Αυτοπαλινδρομικό Ολοκληρωμένο Κινητό Μέσος Όρος)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2004-2012	1970
Δημιουργός	Becker, Enders, and Hurn; further extended by Enders and Lee	George Box and Gwilym Jenkins
Τύπος	Time series model	Time series forecasting model
Θεμελιώδης πηγή	Enders, W., & Lee, J. (2012). The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1), 196-202.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Εναλλακτικές ονομασίες	Fourier ARIMA, ARIMA with Fourier terms, trigonometric ARIMA, Fourier-flexible ARIMA	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Συναφείς	2	6
Σύνοψη	The Fourier ARIMA model augments a standard ARIMA specification with trigonometric sine and cosine terms, allowing it to capture smooth, gradual structural change and flexible nonlinear seasonality without specifying the exact timing or number of breaks in advance. It is widely used in applied macroeconometrics and finance for series exhibiting slowly evolving dynamics.	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.