مقایسهٔ روشها
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| مدل خودبازگشتی فوریه (Fourier AR Model)× | مدل تصحیح خطای برداری فوریه (Fourier VECM)× | |
|---|---|---|
| حوزه | اقتصادسنجی | اقتصادسنجی |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 2012 | 2004–2012 |
| پدیدآور≠ | Enders & Lee | Enders & Lee (2004/2012); extended to VECM by subsequent authors |
| نوع≠ | Time series model with Fourier augmentation | Error-correction model with Fourier terms |
| منبع بنیادین | Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599. DOI ↗ | Enders, W., & Lee, J. (2012). A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599. DOI ↗ |
| نامهای دیگر | Fourier AR, trigonometric AR model, smooth transition AR with Fourier terms, FAR model | Fourier VECM, Fourier-approximation VECM, smooth-break VECM, trigonometric VECM |
| مرتبط≠ | 6 | 5 |
| خلاصه≠ | The Fourier AR model extends the standard autoregressive specification by adding trigonometric (sine and cosine) terms to the deterministic component. This allows the model to capture smooth, gradual shifts in the mean or trend of a time series without requiring the researcher to locate or count structural break points explicitly. | The Fourier VECM augments the classical vector error correction model with low-frequency trigonometric terms — sine and cosine components — to capture smooth, gradual structural change in cointegrating relationships without specifying the number or timing of breaks in advance. It is used for multivariate cointegrated systems where long-run equilibria may shift gradually over time. |
| ScholarGateمجموعهداده ↗ |
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