পদ্ধতির তুলনা করুন

	স্থিরতার জন্য দৃঢ় KPSS পরীক্ষা	KPSS স্থিরতা পরীক্ষা (KPSS Stationarity Test)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1992–2004	1992
প্রবর্তক	Extension building on Kwiatkowski, Phillips, Schmidt & Shin (1992); robust variants developed by Hobijn, Franses & Ooms and others	Kwiatkowski, Phillips, Schmidt & Shin
ধরন	Hypothesis test	Stationarity test (reverse of unit-root tests)
মৌলিক উৎস	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.	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	Robust KPSS, outlier-robust stationarity test, robust LM stationarity test, KPSS with robustness correction	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
সম্পর্কিত	2	4
সারসংক্ষেপ	The Robust KPSS test is an extension of the classical Kwiatkowski-Phillips-Schmidt-Shin (1992) stationarity test that replaces the conventional long-run variance estimator with an outlier-robust or heteroscedasticity-robust counterpart, maintaining reliable size and power in the presence of contaminated observations, structural breaks, or non-standard error distributions.	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.