<p>Let's say I am using walkforward evaluation for forecasting a certain time series with ARIMA and I want to test for structural breaks. And then I detect structural breaks. How can I use this information in my forecasting model? Or is it more for analysis of time series rather than forecasting&gt;</p>

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2023-11-24T11:26:37.380Z
Hi @a12345. There are multiple ways you might want to account for this information, but probably the most robust would be to use a model with time-varying parameters.
EB3112
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2023-11-24T12:14:45.940Z
This question may be a better fit for [Cross Validated](https://stats.stackexchange.com/questions/tagged/forecasting?tab=Newest) Stack Exchange where forecasting is a major topic with 3800+ threads (and ARIMA with nearly 3000, and structural change with nearly 300).
Richard Hardy
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2023-11-28T22:53:31.767Z
@EB3112  What are some examples of time varying models?  One thing I was thinking of, is when there is a structural break, it might be a good time select p,d,q for the ARIMA model.
a12345
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2023-11-28T22:54:32.163Z
@RichardHardy Ok I might move it there if this does not get enough traction.
a12345
<econometrics><time-series><forecasting>
Forecasting and Structural Breaks
a12345
# Forecasting and Structural Breaks

(Asked by: username_0 on 2023-11-24)

Let's say I am using walkforward evaluation for forecasting a certain time series with ARIMA and I want to test for structural breaks. And then I detect structural breaks. How can I use this information in my forecasting model? Or is it more for analysis of time series rather than forecasting>

**Tags:** econometrics, time-series, forecasting
> **Comments:**
> **username_1**: Hi @a12345. There are multiple ways you might want to account for this information, but probably the most robust would be to use a model with time-varying parameters.  
> **username_2**: This question may be a better fit for [Cross Validated](https://stats.stackexchange.com/questions/tagged/forecasting?tab=Newest) Stack Exchange where forecasting is a major topic with 3800+ threads (and ARIMA with nearly 3000, and structural change with nearly 300).  
> **username_0**: @EB3112  What are some examples of time varying models?  One thing I was thinking of, is when there is a structural break, it might be a good time select p,d,q for the ARIMA model.  
> **username_0**: @RichardHardy Ok I might move it there if this does not get enough traction.  

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