Σύγκριση μεθόδων

	Μοντέλο ARIMA με Δομικό Ρήγμα	Δοκιμή Chow για Δομικό Ρήγμα
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1989-1998	1960
Δημιουργός	Perron (1989); extended by Bai & Perron (1998)	Gregory C. Chow
Τύπος	Time series model with regime detection	Test for structural break in regression coefficients
Θεμελιώδης πηγή	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 with structural breaks, break-adjusted ARIMA, piecewise ARIMA, ARIMA with regime shifts	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Συναφείς	3	2
Σύνοψη	A structural break ARIMA model extends the standard ARIMA framework by explicitly identifying and accommodating one or more abrupt shifts in the level, trend, or dynamics of a time series. Rather than forcing a single set of ARIMA parameters across the entire sample, it fits separate ARIMA specifications for each regime defined by the detected break dates.	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.