Comparar métodos

	Modelo SARIMA de Fourier	Modelo SARIMA con Rupturas Estructurales
Campo	Econometría	Econometría
Familia	Regression model	Regression model
Año de origen	1994	1970s–1998
Autor original	Harvey & Scott (1994); Hyndman & Athanasopoulos (popularization)	Box & Jenkins (SARIMA); Bai & Perron (structural break detection)
Tipo	Seasonal time series model with trigonometric regressors	Time series model with regime shifts
Fuente seminal	Harvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Alias	Fourier SARIMA, SARIMA with Fourier terms, Fourier-SARIMA, trigonometric SARIMA	SARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SB
Relacionados	6	3
Resumen	The Fourier SARIMA model extends the classical Seasonal ARIMA framework by incorporating trigonometric (Fourier) terms as deterministic regressors. This allows the model to approximate smooth, complex, or multiple-frequency seasonal patterns without requiring a full seasonal ARIMA structure for every frequency, making it particularly useful for high-frequency data or series with non-integer or evolving seasonality.	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.