विधियों की तुलना करें

	ऑटोरेग्रेसिव मॉडल (AR)	ऑगमेंटेड डिकी-फुलर (ADF) यूनिट रूट टेस्ट
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1970s (popularised 1976)	1979–1984
प्रवर्तक	George E. P. Box and Gwilym M. Jenkins	Said & Dickey (1984); building on Dickey & Fuller (1979)
प्रकार	Time series model	Hypothesis test (unit root)
मौलिक स्रोत	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
उपनाम	AR model, AR(p) model, autoregression, AR process	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
संबंधित	6	5
सारांश	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.	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.