Salīdzināt metodes

	Filipsa-Perona (PP) vienības saknes tests	ARIMA (autoregresīvais integrētais slīdošā vidējā) modelis
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1988	2015
Autors	Peter C. B. Phillips & Pierre Perron	Box & Jenkins (Box-Jenkins methodology)
Tips	Unit-root test for stationarity	Univariate time-series model
Pirmavots	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
Citi nosaukumi	PP test, Phillips-Perron unit root test, Phillips-Perron birim kök testi	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
Saistītās	4	5
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.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).