Comparer des méthodes

	Modèle VAR à ruptures structurelles	Modèle ARIMA avec rupture structurelle
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1980–1998	1989-1998
Auteur d'origine	Bai & Perron (structural breaks); Sims (VAR framework)	Perron (1989); extended by Bai & Perron (1998)
Type	Multivariate time series model with regime change	Time series model with regime detection
Source fondatrice	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.
Alias	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
Apparentées	6	3
Résumé	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.