השוואת שיטות

	מבחן שורש יחידה של זיווט-אנדרוז לשבר מבני	מבחן שורש יחידה אוגמנטטיבי של דיקי-פולר (ADF)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1992	1979–1984
הוגה השיטה	Eric Zivot and Donald W. K. Andrews	Said & Dickey (1984); building on Dickey & Fuller (1979)
סוג	Unit root test with endogenous structural break	Hypothesis test (unit root)
מקור מכונן	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.
כינויים	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
קשורות	6	5
תקציר	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 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.