手法を比較

	フーリエ版 Zivot-Andrews 単位根検定	拡張ディッキー・フラー（ADF）単位根検定
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2012	1979–1984
提唱者	Enders & Lee (2012), extending Zivot & Andrews (1992)	Said & Dickey (1984); building on Dickey & Fuller (1979)
種類	Unit root test with smooth structural break	Hypothesis test (unit root)
原典	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
別名	Fourier ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
関連	6	5
概要	The Fourier Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test by replacing sharp, single structural break dummies with a low-frequency Fourier approximation, allowing the test to accommodate smooth, gradual, and multiple unknown breaks in the level or trend of a 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.