مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی فوریه-اِنگل-گرِینجر	آزمون ریشه واحد فورייה ADF
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2016	2006-2012
پدیدآور	Enders & Jones (2016), extending Engle & Granger (1987)	Becker, Enders, and Lee; Enders and Lee
نوع	Cointegration test	Unit root test with smooth structural breaks
منبع بنیادین	Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419.	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.
نام‌های دیگر	Fourier EG cointegration, Enders-Jones cointegration test, smooth structural break cointegration, FEGC test	Fourier ADF test, FADF test, Flexible Fourier ADF, Fourier-based ADF unit root test
مرتبط	5	6
خلاصه	The Fourier Engle-Granger cointegration test extends the classic two-step Engle-Granger procedure by embedding low-frequency trigonometric (Fourier) terms in the cointegrating regression. This accommodates an unknown number of smooth structural breaks in the deterministic components without specifying their dates, producing a more powerful test when long-run relationships shift gradually over time.	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.