Methoden vergelijken

	Structurele Breuk SARIMA Model	ARIMA model	Bai-Perron-test voor Meervoudige Structurele Breuken
Vakgebied	Econometrie	Econometrie	Econometrie
Familie	Regression model	Regression model	Hypothesis test
Jaar van ontstaan	1970s–1998	1970	1998
Grondlegger	Box & Jenkins (SARIMA); Bai & Perron (structural break detection)	George Box and Gwilym Jenkins	Jushan Bai & Pierre Perron
Type	Time series model with regime shifts	Time series forecasting model	Sequential hypothesis test for multiple structural breaks
Oorspronkelijke bron	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Aliassen	SARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SB	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi
Verwant	3	6	2
Samenvatting	The Structural Break SARIMA model extends the classical Seasonal ARIMA framework by explicitly detecting and accommodating abrupt, permanent shifts in the level, trend, or seasonal pattern of a time series. Rather than forcing a single SARIMA specification across the entire sample, the model partitions the series at estimated breakpoints and fits separate SARIMA processes to each resulting segment, producing more accurate forecasts and reliable inference in the presence of regime changes.	The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.	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.