השוואת שיטות

	מודל פורייה SARIMA	מודל VAR פורייה
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1994	2010s
הוגה השיטה	Harvey & Scott (1994); Hyndman & Athanasopoulos (popularization)	Enders & Lee; extended by Nazlioglu and others to VAR systems
סוג	Seasonal time series model with trigonometric regressors	Multivariate time-series model
מקור מכונן	Harvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345.	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.
כינויים	Fourier SARIMA, SARIMA with Fourier terms, Fourier-SARIMA, trigonometric SARIMA	Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR
קשורות	6	6
תקציר	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 Fourier VAR model extends the standard Vector Autoregression by replacing fixed deterministic terms with Fourier trigonometric components, allowing the intercept (and optionally the trend) to shift gradually and smoothly over time. This eliminates the need to pre-specify the number, timing, or shape of structural breaks in a multivariate time-series system.