השוואת שיטות

	מבחן שורש יחידה ADF פורייה	מבחן שורש יחידה אוגמנטטיבי של דיקי-פולר (ADF)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	2006-2012	1979–1984
הוגה השיטה	Becker, Enders, and Lee; Enders and Lee	Said & Dickey (1984); building on Dickey & Fuller (1979)
סוג	Unit root test with smooth structural breaks	Hypothesis test (unit root)
מקור מכונן	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.
כינויים	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
קשורות	6	5
תקציר	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.