পদ্ধতির তুলনা করুন

	কাঠামোগত বিভাজন এডিএফ একক মূল পরীক্ষা	জিভট-অ্যান্ড্রুস স্ট্রাকচারাল ব্রেক টেস্ট
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1989-1992	1992
প্রবর্তক	Perron (1989); Zivot and Andrews (1992)	Eric Zivot and Donald W. K. Andrews
ধরন	Unit root test with structural break	Unit root test with endogenous structural break
মৌলিক উৎস	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
অপর নাম	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
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 Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.