Salīdzināt metodes

	Paplašinātais Dīkija-Fullera (ADF) vienības saknes tests	Lumsdaine-Papell vienības saknes tests ar diviem strukturāliem pārtraukumiem
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Hypothesis test
Izcelsmes gads	1979	1997
Autors	David A. Dickey & Wayne A. Fuller	Robin Lumsdaine & David Papell
Tips	Unit-root test for stationarity	Sequential two-break unit-root test
Pirmavots	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.	Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218.
Citi nosaukumi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	LP Test, Two-Break Unit-Root Test, Double Structural Break Unit-Root Test, Lumsdaine-Papell İki Kırılmalı Birim Kök Testi
Saistītās	4	3
Kopsavilkums	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.	The Lumsdaine-Papell test, introduced by Robin Lumsdaine and David Papell in 1997, extends the Zivot-Andrews single-break unit-root test to allow for two simultaneous structural breaks in the intercept and/or linear trend of a time series. It is widely used in macroeconomics and finance when data are suspected to have experienced two major regime shifts — such as policy changes, financial crises, or wars — and the researcher needs to determine whether the series is nonetheless integrated of order one.