مقایسهٔ روش‌ها

	آزمون ریشه واحد دیکی-فولر بسط‌یافته (ADF)	آزمون هم‌انباشتگی (یوهانسن / انگل-گرنجر)
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1979	1988
پدیدآور	David A. Dickey & Wayne A. Fuller	Engle & Granger (1987); Johansen (1988)
نوع	Unit-root test for stationarity	Time-series cointegration test
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.	Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254.
نام‌های دیگر	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)
مرتبط	4	5
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.	The cointegration test examines whether non-stationary time series that each contain a unit root share a stable long-run equilibrium relationship. The single-equation residual approach was introduced by Engle and Granger (1987) and the system-based rank approach by Johansen (1988).