Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Fourier-Perroni (Fourier PP) ühikujuurtuvustest× | Fourier'i ADF-i ühikujuurtuvastuse test× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 2006 | 2006-2012 |
| Looja≠ | Becker, Enders, and Lee | Becker, Enders, and Lee; Enders and Lee |
| Tüüp≠ | Unit root test with Fourier approximation | Unit root test with smooth structural breaks |
| Algallikas≠ | Enders, W., & Siklos, P. L. (2001). Cointegration and threshold adjustment. Journal of Business and Economic Statistics, 19(2), 166-176. DOI ↗ | Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. DOI ↗ |
| Rööpnimetused | Fourier PP test, Flexible Fourier PP unit root test, Enders-Lee Fourier PP test, nonlinear PP unit root test | Fourier ADF test, FADF test, Flexible Fourier ADF, Fourier-based ADF unit root test |
| Seotud | 6 | 6 |
| Kokkuvõte≠ | The Fourier PP unit root test extends the classical Phillips-Perron test by embedding low-frequency Fourier terms in the deterministic component, enabling the test to account for an unknown number of smooth, gradual structural breaks in the level or trend without pre-specifying their timing or shape. | The Fourier ADF unit root test extends the standard Augmented Dickey-Fuller framework by incorporating low-frequency Fourier terms into the deterministic component. This allows the test to approximate smooth, gradual structural breaks in the level or trend of a time series without requiring prior knowledge of break number, timing, or form. |
| ScholarGateAndmestik ↗ |
|
|