Krahasoni metodat

	Modeli ARIMA (Autoregresiv i Integruar Mesatar Lëvizës)	Testi Chow për Ndryshim Strukturor
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1970	1960
Krijuesi	George Box and Gwilym Jenkins	Gregory C. Chow
Lloji	Time series forecasting model	Test for structural break in regression coefficients
Burimi themelues	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Emërtime të tjera	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Të lidhura	6	2
Përmbledhja	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 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.