방법 비교

	구조적 분해 KPSS 검정	구조적 분해 단위근 ADF 검정
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	2002-2005	1989-1992
창시자	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)	Perron (1989); Zivot and Andrews (1992)
유형	Stationarity test with structural breaks	Unit root test with structural break
원전	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.	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.
별칭	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change
관련	6	6
요약	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.	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.