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	संरचनात्मक विराम एডিএফ इकाई मूल परीक्षण	संरचनात्मक विराम केपीएसएस परीक्षण
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1989-1992	2002-2005
प्रवर्तक	Perron (1989); Zivot and Andrews (1992)	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)
प्रकार	Unit root test with structural break	Stationarity test with structural breaks
मौलिक स्रोत	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.	Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175.
उपनाम	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS
संबंधित	6	6
सारांश	The structural break ADF unit root test extends the standard Augmented Dickey-Fuller test to allow for one or more discrete shifts in the level or trend of a time series. Because ignoring a structural break inflates the apparent persistence of a series, this test prevents false acceptance of the unit root null when the series is actually stationary around a shifting mean or trend.	The structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts.