পদ্ধতির তুলনা করুন

	Phillips-Perron (PP) Unit-Root Test	KPSS স্থিরতা পরীক্ষা (KPSS Stationarity Test)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1988	1992
প্রবর্তক	Peter C. B. Phillips & Pierre Perron	Kwiatkowski, Phillips, Schmidt & Shin
ধরন	Unit-root test for stationarity	Stationarity test (reverse of unit-root tests)
মৌলিক উৎস	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178.
অপর নাম	PP test, Phillips-Perron unit root test, Phillips-Perron birim kök testi	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
সম্পর্কিত	4	4
সারসংক্ষেপ	The Phillips-Perron test, proposed by Peter Phillips and Pierre Perron in 1988, tests for a unit root in a time series, like the Augmented Dickey-Fuller test, but corrects for autocorrelation and heteroskedasticity in the errors non-parametrically rather than by adding lagged differences. It runs a simple Dickey-Fuller regression and then adjusts the test statistic using a long-run variance estimate, so the practitioner need not choose a lag length for the regression itself.	The KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.