Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Furjē Života-Endrūsa vienības saknes tests× | Strukturālās lūzuma ADF vienības saknes tests× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2012 | 1989-1992 |
| Autors≠ | Enders & Lee (2012), extending Zivot & Andrews (1992) | Perron (1989); Zivot and Andrews (1992) |
| Tips≠ | Unit root test with smooth structural break | Unit root test with structural break |
| Pirmavots≠ | 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. DOI ↗ | Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401. DOI ↗ |
| Citi nosaukumi | Fourier ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test | ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change |
| Saistītās | 6 | 6 |
| Kopsavilkums≠ | 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 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. |
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