手法を比較

	フーリエADF単位根検定	フーリエKPSS定常性検定（滑らかな構造的変化あり）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2006-2012	2006
提唱者	Becker, Enders, and Lee; Enders and Lee	Becker, Enders, and Lee
種類	Unit root test with smooth structural breaks	Stationarity test
原典	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.	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.
別名	Fourier ADF test, FADF test, Flexible Fourier ADF, Fourier-based ADF unit root test	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation
関連	6	3
概要	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 Fourier KPSS test extends the standard KPSS stationarity test by embedding a flexible Fourier series in the deterministic component of the model. This approach captures smooth, gradual structural breaks in the level or trend of a time series without requiring the researcher to specify the number or timing of those breaks, yielding more reliable inference under structural change.