Bandingkan kaedah

	Model Pembetulan Ralat Vektor Fourier (Fourier VECM)	Model VAR Fourier
Bidang	Ekonometrik	Ekonometrik
Keluarga	Regression model	Regression model
Tahun asal	2004–2012	2010s
Pengasas	Enders & Lee (2004/2012); extended to VECM by subsequent authors	Enders & Lee; extended by Nazlioglu and others to VAR systems
Jenis	Error-correction model with Fourier terms	Multivariate time-series model
Sumber perintis	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.	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.
Alias	Fourier VECM, Fourier-approximation VECM, smooth-break VECM, trigonometric VECM	Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR
Berkaitan	5	6
Ringkasan	The Fourier VECM augments the classical vector error correction model with low-frequency trigonometric terms — sine and cosine components — to capture smooth, gradual structural change in cointegrating relationships without specifying the number or timing of breaks in advance. It is used for multivariate cointegrated systems where long-run equilibria may shift gradually over time.	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.