Regression modelEconometrics / time series

Furjē ADF vienības saknes tests

Furjē ADF vienības saknes tests paplašina standarta paplašinātā Dikija-Fullera (ADF) ietvaru, iekļaujot zemas frekvences Furjē termus deterministiskajā komponentā. Tas ļauj testam aptuveni noteikt gludas, pakāpeniskas strukturālās izmaiņas laika rindas līmenī vai tendencē, neprasot iepriekšējas zināšanas par izmaiņu skaitu, laiku vai formu.

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  1. Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. DOI: 10.1111/j.1467-9892.2006.00478.x
  2. 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: 10.1111/j.1468-0084.2011.00662.x

Kā citēt šo lapu

ScholarGate. (2026, June 3). Fourier Augmented Dickey-Fuller Unit Root Test. ScholarGate. https://scholargate.app/lv/econometrics/fourier-adf-unit-root-test

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ScholarGateFourier ADF unit root test (Fourier Augmented Dickey-Fuller Unit Root Test). Izgūts 2026-06-15 no https://scholargate.app/lv/econometrics/fourier-adf-unit-root-test · Datu kopa: https://doi.org/10.5281/zenodo.20539026