Salīdzināt metodes

	DF-GLS tests: Dickija-Fullera vienības saknes tests ar GLS detrendēšanu	Paplašinātais Dīkija-Fullera (ADF) vienības saknes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Regression model
Izcelsmes gads	1996	1979
Autors	Elliott, Rothenberg & Stock	David A. Dickey & Wayne A. Fuller
Tips	One-sided t-test on GLS-detrended series	Unit-root test for stationarity
Pirmavots	Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometrica, 64(4), 813–836.	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.
Citi nosaukumi	Elliott-Rothenberg-Stock test, ERS unit-root test, GLS-detrended Dickey-Fuller test, DF-GLS birim kök testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Saistītās	3	4
Kopsavilkums	The DF-GLS test, introduced by Elliott, Rothenberg, and Stock (1996), is a modified augmented Dickey-Fuller procedure that applies generalized least squares (GLS) detrending before the standard unit-root regression. By removing deterministic components under a local alternative rather than the null hypothesis, the test achieves near-optimal power for detecting stationarity in time series, making it the preferred unit-root test in applied econometrics when a trend or intercept is present.	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.