Linganisha mbinu

	Kielelezo cha Usahihishaji wa Hitilafu wa Vecta wa Fourier (Fourier VECM)	Mfumo wa VAR wa Fourier
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	2004–2012	2010s
Mwanzilishi	Enders & Lee (2004/2012); extended to VECM by subsequent authors	Enders & Lee; extended by Nazlioglu and others to VAR systems
Aina	Error-correction model with Fourier terms	Multivariate time-series model
Chanzo asilia	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.
Majina mbadala	Fourier VECM, Fourier-approximation VECM, smooth-break VECM, trigonometric VECM	Fourier VAR, smooth structural break VAR, trigonometric VAR, Fourier-augmented VAR
Zinazohusiana	5	6
Muhtasari	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.