Regression modelEconometrics / time series

Furjē Života-Endrūsa vienības saknes tests

Furjē Života-Endrūsa tests paplašina klasisko Života-Endrūsa (1992) vienības saknes testu, aizstājot asas, vienas strukturālās pārtraukuma indikatorus ar zemas frekvences Furjē aproksimāciju, ļaujot testam pielāgoties gludām, pakāpeniskām un vairākām nezināmām pārtraukumiem sērijas līmenī vai tendencē.

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  1. 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
  2. Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business and Economic Statistics, 10(3), 251-270. DOI: 10.1080/07350015.1992.10509904

Kā citēt šo lapu

ScholarGate. (2026, June 3). Fourier-Approximation Zivot-Andrews Unit Root Test. ScholarGate. https://scholargate.app/lv/econometrics/fourier-zivot-andrews-test

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ScholarGateFourier Zivot-Andrews test (Fourier-Approximation Zivot-Andrews Unit Root Test). Izgūts 2026-06-15 no https://scholargate.app/lv/econometrics/fourier-zivot-andrews-test · Datu kopa: https://doi.org/10.5281/zenodo.20539026