পদ্ধতির তুলনা করুন

	কাঠামোগত বিভাজন এডিএফ একক মূল পরীক্ষা	কাঠামোগত বিরতি কেপিএসএস পরীক্ষা
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1989-1992	2002-2005
প্রবর্তক	Perron (1989); Zivot and Andrews (1992)	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)
ধরন	Unit root test with structural break	Stationarity test with structural breaks
মৌলিক উৎস	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.	Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175.
অপর নাম	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS
সম্পর্কিত	6	6
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 structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts.