Salīdzināt metodes

	Robustais papildinātais Dekija-Fullera vienības saknes tests	KPSS stacionaritātes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1996-2001	1992
Autors	Ng and Perron (2001); Elliott, Rothenberg, and Stock (1996)	Kwiatkowski, Phillips, Schmidt & Shin
Tips	Unit root / stationarity test	Stationarity test (reverse of unit-root tests)
Pirmavots	Ng, S., and Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69(6), 1519-1554.	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178.
Citi nosaukumi	robust ADF test, HAC-corrected ADF, heteroscedasticity-robust unit root test, GLS-detrended ADF	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
Saistītās	6	4
Kopsavilkums	The Robust ADF unit root test extends the classical ADF procedure with improvements that correct for size distortions arising from heteroscedastic or serially correlated errors, and from poor lag-length selection. Drawing on GLS detrending (Elliott, Rothenberg, and Stock 1996) and modified information criteria (Ng and Perron 2001), it delivers reliable size and power in the presence of non-standard error processes common in macroeconomic and financial time series.	The KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.