مقایسهٔ روش‌ها

	آزمون ریشه واحد زیووت-اندروز با شکست ساختاری	آزمون هم‌انباشتگی انگل-گرنجر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1992	1987
پدیدآور	Eric Zivot and Donald W. K. Andrews	Robert F. Engle and Clive W. J. Granger
نوع	Unit root test with endogenous structural break	Cointegration test
منبع بنیادین	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
نام‌های دیگر	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	EG cointegration test, Engle-Granger two-step method, residual-based cointegration test, EG test
مرتبط	6	5
خلاصه	The Zivot-Andrews test is an endogenous structural break unit root test that determines the break point from the data rather than imposing it externally. It tests for a unit root against the alternative of stationarity around a single structural break — in the mean, the trend, or both — choosing the break date that provides the strongest evidence against the null.	The Engle-Granger two-step method tests whether two or more non-stationary I(1) time series share a common stochastic trend — that is, whether a linear combination of them is stationary. If cointegration is confirmed, an error-correction model (ECM) can be estimated to capture both short-run dynamics and long-run equilibrium adjustment.