Порівняння методів

	Модель SARIMA зі структурними розривами	Модель ARIMA (Авторегресійна інтегрована ковзна середня)
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	1970s–1998	1970
Автор методу	Box & Jenkins (SARIMA); Bai & Perron (structural break detection)	George Box and Gwilym Jenkins
Тип	Time series model with regime shifts	Time series forecasting model
Основоположне джерело	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.
Інші назви	SARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SB	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Пов'язані	3	6
Підсумок	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.