Salīdzināt metodes

	Filipsa-Perona (PP) vienības saknes tests	Paplašinātais Dīkija-Fullera (ADF) vienības saknes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1988	1979
Autors	Peter C. B. Phillips & Pierre Perron	David A. Dickey & Wayne A. Fuller
Tips	Unit-root test for stationarity	Unit-root test for stationarity
Pirmavots	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.	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	PP test, Phillips-Perron unit root test, Phillips-Perron birim kök testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Saistītās	4	4
Kopsavilkums	The Phillips-Perron test, proposed by Peter Phillips and Pierre Perron in 1988, tests for a unit root in a time series, like the Augmented Dickey-Fuller test, but corrects for autocorrelation and heteroskedasticity in the errors non-parametrically rather than by adding lagged differences. It runs a simple Dickey-Fuller regression and then adjusts the test statistic using a long-run variance estimate, so the practitioner need not choose a lag length for the regression itself.	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.