পদ্ধতির তুলনা করুন

	দৃঢ় এঙ্গেল-গ্র্যাঞ্জার কোইন্টিগ্রেশন পরীক্ষা	ফুরিয়ার এঙ্গেল-গ্র্যাঞ্জার কোইন্টিগ্রেশন পরীক্ষা
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1987 (base); robust variants 2000s–2020s	2016
প্রবর্তক	Engle & Granger (1987); robust extensions by subsequent authors including Hao & Shaffer and others	Enders & Jones (2016), extending Engle & Granger (1987)
ধরন	Cointegration test	Cointegration test
মৌলিক উৎস	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.	Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419.
অপর নাম	robust EG cointegration, outlier-robust cointegration test, robust two-step cointegration, robust EG test	Fourier EG cointegration, Enders-Jones cointegration test, smooth structural break cointegration, FEGC test
সম্পর্কিত	5	5
সারসংক্ষেপ	The Robust Engle-Granger cointegration test adapts the classic two-step Engle-Granger procedure to withstand outliers, heavy-tailed error distributions, and additive noise that can severely distort standard residual-based cointegration inference. By substituting robust regression and robust unit-root testing for classical OLS and ADF steps, it yields reliable conclusions about long-run equilibrium relationships even when the data contain anomalous observations.	The Fourier Engle-Granger cointegration test extends the classic two-step Engle-Granger procedure by embedding low-frequency trigonometric (Fourier) terms in the cointegrating regression. This accommodates an unknown number of smooth structural breaks in the deterministic components without specifying their dates, producing a more powerful test when long-run relationships shift gradually over time.