পদ্ধতির তুলনা করুন

	কাঠামোগত বিভাজন জিভট-অ্যান্ড্রুজ ইউনিট রুট পরীক্ষা	Phillips-Perron Unit Root Test
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1992	1988
প্রবর্তক	Eric Zivot and Donald W. K. Andrews	Peter C. B. Phillips and Pierre Perron
ধরন	Unit root test with endogenous structural break	Hypothesis test (unit root)
মৌলিক উৎস	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.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
অপর নাম	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test
সম্পর্কিত	6	5
সারসংক্ষেপ	The Zivot-Andrews test is an endogenous structural break unit root test that determines the break point from the data rather than imposing it externally. It tests for a unit root against the alternative of stationarity around a single structural break — in the mean, the trend, or both — choosing the break date that provides the strongest evidence against the null.	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.