Σύγκριση μεθόδων

	Μοντέλο Κινητού Μέσου Όρου (MA) με Δομικό Ρήγμα	Μοντέλο ARIMA (Αυτοπαλινδρομικό Ολοκληρωμένο Κινητό Μέσος Όρος)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1989–1992	1970
Δημιουργός	Perron (1989); Zivot & Andrews (1992)	George Box and Gwilym Jenkins
Τύπος	Time series model with structural change	Time series forecasting model
Θεμελιώδης πηγή	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361–1401.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Εναλλακτικές ονομασίες	MA model with structural change, broken MA model, MA with regime shift, structural break moving average	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Συναφείς	5	6
Σύνοψη	A Moving Average (MA) time series model augmented to accommodate one or more structural breaks — abrupt shifts in the mean, variance, or MA coefficients occurring at known or unknown break dates. Ignoring structural breaks in an MA process inflates forecast errors and distorts inference on the error 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.