So sánh phương pháp

	Mô hình SARIMA có điểm đứt gãy cấu trúc	Mô hình SARIMA
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1970s–1998	1970 (first edition); 1976 (revised)
Người khởi xướng	Box & Jenkins (SARIMA); Bai & Perron (structural break detection)	Box, Jenkins, and Reinsel
Loại	Time series model with regime shifts	Seasonal time series model
Công trình gốc	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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Tên gọi khác	SARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SB	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Liên quan	3	5
Tóm tắt	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.	SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.