Salīdzināt metodes

	ARIMA modelis ar strukturālām pārtraukumiem	Bai-Perron daudzkārtējo strukturālo pārtraukumu tests	Čova tests strukturālām lūzuma vietām
Nozare	Ekonometrija	Ekonometrija	Ekonometrija
Saime	Regression model	Hypothesis test	Regression model
Izcelsmes gads	1989-1998	1998	1960
Autors	Perron (1989); extended by Bai & Perron (1998)	Jushan Bai & Pierre Perron	Gregory C. Chow
Tips	Time series model with regime detection	Sequential hypothesis test for multiple structural breaks	Test for structural break in regression coefficients
Pirmavots	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.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Citi nosaukumi	ARIMA with structural breaks, break-adjusted ARIMA, piecewise ARIMA, ARIMA with regime shifts	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Saistītās	3	2	2
Kopsavilkums	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.	The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression model estimated on time-series data. Unlike single-break tests, it simultaneously identifies multiple change-points in a sample, providing economists and empirical researchers with a rigorous, data-driven way to locate parameter instability across time.	The Chow test, introduced by Gregory Chow in 1960, checks whether the coefficients of a linear regression are the same across two subsamples — that is, whether a structural break occurs at a known point such as a policy change, crisis, or regime shift. It compares the fit of a single pooled regression with the combined fit of two separate regressions; a large improvement from splitting indicates the relationship differs between the two periods or groups.