مقایسهٔ روش‌ها

	آزمون فوریه KPSS برای ایستایی با شکست‌های ساختاری هموار	آزمون ایستایی KPSS
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2006	1992
پدیدآور	Becker, Enders, and Lee	Kwiatkowski, Phillips, Schmidt & Shin
نوع	Stationarity test	Stationarity test (reverse of unit-root tests)
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.	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	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
مرتبط	3	4
خلاصه	The Fourier KPSS test extends the standard KPSS stationarity test by embedding a flexible Fourier series in the deterministic component of the model. This approach captures smooth, gradual structural breaks in the level or trend of a time series without requiring the researcher to specify the number or timing of those breaks, yielding more reliable inference under structural change.	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.