Bandingkan metode

	Uji Akar-Unit Phillips-Perron (PP)	Model ARIMA (Autoregressive Integrated Moving Average)	Uji Stasioneritas KPSS
Bidang	Ekonometrika	Ekonometrika	Ekonometrika
Keluarga	Regression model	Regression model	Regression model
Tahun asal	1988	2015	1992
Pencetus	Peter C. B. Phillips & Pierre Perron	Box & Jenkins (Box-Jenkins methodology)	Kwiatkowski, Phillips, Schmidt & Shin
Tipe	Unit-root test for stationarity	Univariate time-series model	Stationarity test (reverse of unit-root tests)
Sumber perintis	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178.
Alias	PP test, Phillips-Perron unit root test, Phillips-Perron birim kök testi	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
Terkait	4	5	4
Ringkasan	The Phillips-Perron test, proposed by Peter Phillips and Pierre Perron in 1988, tests for a unit root in a time series, like the Augmented Dickey-Fuller test, but corrects for autocorrelation and heteroskedasticity in the errors non-parametrically rather than by adding lagged differences. It runs a simple Dickey-Fuller regression and then adjusts the test statistic using a long-run variance estimate, so the practitioner need not choose a lag length for the regression itself.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	The KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.