مقایسهٔ روش‌ها

	آزمون ریشه واحد فورייה ADF	آزمون ریشه واحد دیکی-فولر تعمیم‌یافته (ADF)
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2006-2012	1979–1984
پدیدآور	Becker, Enders, and Lee; Enders and Lee	Said & Dickey (1984); building on Dickey & Fuller (1979)
نوع	Unit root test with smooth structural breaks	Hypothesis test (unit root)
منبع بنیادین	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.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
نام‌های دیگر	Fourier ADF test, FADF test, Flexible Fourier ADF, Fourier-based ADF unit root test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
مرتبط	6	5
خلاصه	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.	The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.