Võrdle meetodeid

	Struktuurimurdega VAR-mudel	Struktuurimuutusega ARIMA mudel
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1980–1998	1989-1998
Looja	Bai & Perron (structural breaks); Sims (VAR framework)	Perron (1989); extended by Bai & Perron (1998)
Tüüp	Multivariate time series model with regime change	Time series model with regime detection
Algallikas	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.
Rööpnimetused	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	ARIMA with structural breaks, break-adjusted ARIMA, piecewise ARIMA, ARIMA with regime shifts
Seotud	6	3
Kokkuvõte	The Structural Break VAR model extends the standard Vector Autoregression (VAR) framework by allowing coefficient matrices and error covariance to shift at one or more unknown break dates. It is designed for multivariate time series where economic relationships change abruptly due to policy shifts, financial crises, or major structural events.	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.