Võrdle meetodeid

	Zivoti-Andrewsi juurtest üht struktuurilist murret käsitleva mudeliga	Augmented Dickey-Fulleri (ADF) ühikujuurtuvustest
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Hypothesis test	Regression model
Tekkeaasta	1992	1979
Looja	Eric Zivot & Donald Andrews	David A. Dickey & Wayne A. Fuller
Tüüp	Sequential unit-root test with endogenous break-point selection	Unit-root test for stationarity
Algallikas	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.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.
Rööpnimetused	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Seotud	3	4
Kokkuvõte	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.