手法を比較

	フーリエ・フィリップス・ペロン (Fourier PP) 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	2006
提唱者	Becker, Enders, and Lee	Becker, Enders, and Lee
種類	Unit root test with Fourier approximation	Stationarity test
原典	Enders, W., & Siklos, P. L. (2001). Cointegration and threshold adjustment. Journal of Business and Economic Statistics, 19(2), 166-176.	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 PP test, Flexible Fourier PP unit root test, Enders-Lee Fourier PP test, nonlinear PP unit root test	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation
関連	6	3
概要	The Fourier PP unit root test extends the classical Phillips-Perron test by embedding low-frequency Fourier terms in the deterministic component, enabling the test to account for an unknown number of smooth, gradual structural breaks in the level or trend without pre-specifying their timing or shape.	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.