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Structural Break MA Model/Evidence
Method evidence record

Structural Break MA Model

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.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Moving Average Model with Structural Breaks
Taxonomic method record · regression-model / econometrics
  • Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361–1401. · DOI 10.2307/1913712
  • Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270. · DOI 10.1080/07350015.1992.10509904
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketARIMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketMoving Average Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural Break AR Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural Break ARIMA Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketZivot-Andrews Structural Break Testmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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