Σύγκριση μεθόδων

	Έλεγχος Ρίζας Μονάδας Zivot-Andrews με Διαρθρωτική Αλλαγή	Έλεγχος Μοναδιαίας Ρίζας Augmented Dickey-Fuller (ADF)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1992	1979–1984
Δημιουργός	Eric Zivot and Donald W. K. Andrews	Said & Dickey (1984); building on Dickey & Fuller (1979)
Τύπος	Unit root test with endogenous structural break	Hypothesis test (unit root)
Θεμελιώδης πηγή	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.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
Εναλλακτικές ονομασίες	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
Συναφείς	6	5
Σύνοψη	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 Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.