방법 비교

	푸리에 AR 모형	자기회귀 모형 (AR)
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	2012	1970s (popularised 1976)
창시자	Enders & Lee	George E. P. Box and Gwilym M. Jenkins
유형	Time series model with Fourier augmentation	Time series model
원전	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.	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
별칭	Fourier AR, trigonometric AR model, smooth transition AR with Fourier terms, FAR model	AR model, AR(p) model, autoregression, AR process
관련	6	6
요약	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.	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.