পদ্ধতির তুলনা করুন

	কাঠামোগত বিভাজন এডিএফ একক মূল পরীক্ষা	Phillips-Perron Unit Root Test
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1989-1992	1988
প্রবর্তক	Perron (1989); Zivot and Andrews (1992)	Peter C. B. Phillips and Pierre Perron
ধরন	Unit root test with structural break	Hypothesis test (unit root)
মৌলিক উৎস	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
অপর নাম	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test
সম্পর্কিত	6	5
সারসংক্ষেপ	The structural break ADF unit root test extends the standard Augmented Dickey-Fuller test to allow for one or more discrete shifts in the level or trend of a time series. Because ignoring a structural break inflates the apparent persistence of a series, this test prevents false acceptance of the unit root null when the series is actually stationary around a shifting mean or trend.	The Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.