مقایسهٔ روش‌ها

	آزمون شکست ساختاری زیووت-اندروز	آزمون ریشه واحد دیکی-فولر تعمیم‌یافته (ADF)
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1992	1979–1984
پدیدآور	Eric Zivot and Donald W. K. Andrews	Said & Dickey (1984); building on Dickey & Fuller (1979)
نوع	Unit root test with endogenous structural break	Hypothesis test (unit root)
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.	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	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
مرتبط	6	5
خلاصه	The Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.	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.