مقایسهٔ روش‌ها

	آزمون ریشه واحد دیکی-فولر بسط‌یافته (ADF)	مدل آریما (میانگین متحرک یکپارچه خودرگرسیو)	آزمون ایستایی KPSS
حوزه	اقتصادسنجی	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model	Regression model
سال پیدایش	1979	2015	1992
پدیدآور	David A. Dickey & Wayne A. Fuller	Box & Jenkins (Box-Jenkins methodology)	Kwiatkowski, Phillips, Schmidt & Shin
نوع	Unit-root test for stationarity	Univariate time-series model	Stationarity test (reverse of unit-root tests)
منبع بنیادین	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.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178.
نام‌های دیگر	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
مرتبط	4	5	4
خلاصه	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.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	The KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.