Usporedite metode

	Model strukturnog loma VAR	Model ARIMA sa strukturnim lomom
Područje	Ekonometrija	Ekonometrija
Obitelj	Regression model	Regression model
Godina nastanka	1980–1998	1989-1998
Tvorac	Bai & Perron (structural breaks); Sims (VAR framework)	Perron (1989); extended by Bai & Perron (1998)
Vrsta	Multivariate time series model with regime change	Time series model with regime detection
Temeljni izvor	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.
Drugi nazivi	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
Srodne	6	3
Sažetak	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.