مقایسهٔ روش‌ها

	آزمون ریشه واحد بیزی ADF	آزمون ریشه واحد فیلیپس-پرون
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1991–1992	1988
پدیدآور	Sims & Uhlig (1991); Koop, Osiewalski & Steel (1992)	Peter C. B. Phillips and Pierre Perron
نوع	Bayesian hypothesis test	Hypothesis test (unit root)
منبع بنیادین	Sims, C. A., & Uhlig, H. (1991). Understanding unit rooters: A helicopter tour. Econometrica, 59(6), 1591–1599.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
نام‌های دیگر	Bayesian ADF test, Bayesian unit root test, Bayesian Dickey-Fuller, BADF	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test
مرتبط	6	5
خلاصه	The Bayesian Augmented Dickey-Fuller (BADF) unit root test re-frames the classical ADF test within a Bayesian framework. Rather than computing a frequentist p-value, it quantifies evidence for or against a unit root by comparing posterior probabilities or Bayes factors under the null (unit root) and alternative (stationarity) hypotheses, incorporating prior beliefs about the autoregressive parameter.	The Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.