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	Fourier AR model	Autoregregresný model (AR)
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	2012	1970s (popularised 1976)
Tvorca	Enders & Lee	George E. P. Box and Gwilym M. Jenkins
Typ	Time series model with Fourier augmentation	Time series model
Pôvodný zdroj	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
Ďalšie názvy	Fourier AR, trigonometric AR model, smooth transition AR with Fourier terms, FAR model	AR model, AR(p) model, autoregression, AR process
Príbuzné	6	6
Zhrnutie	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.