Σύγκριση μεθόδων

	Μοντέλο SARIMA με Διαρθρωτική Αλλαγή	Μοντέλο SARIMA
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1970s–1998	1970 (first edition); 1976 (revised)
Δημιουργός	Box & Jenkins (SARIMA); Bai & Perron (structural break detection)	Box, Jenkins, and Reinsel
Τύπος	Time series model with regime shifts	Seasonal time series model
Θεμελιώδης πηγή	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Εναλλακτικές ονομασίες	SARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SB	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Συναφείς	3	5
Σύνοψη	The Structural Break SARIMA model extends the classical Seasonal ARIMA framework by explicitly detecting and accommodating abrupt, permanent shifts in the level, trend, or seasonal pattern of a time series. Rather than forcing a single SARIMA specification across the entire sample, the model partitions the series at estimated breakpoints and fits separate SARIMA processes to each resulting segment, producing more accurate forecasts and reliable inference in the presence of regime changes.	SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.