Bandingkan kaedah

	Ujian Stasioneriti KPSS	Model ARIMA (Autoregresif Bersepadu Purata Bergerak)	Ujian Kointegrasi (Johansen / Engle-Granger)
Bidang	Ekonometrik	Ekonometrik	Ekonometrik
Keluarga	Regression model	Regression model	Regression model
Tahun asal	1992	2015	1988
Pengasas	Kwiatkowski, Phillips, Schmidt & Shin	Box & Jenkins (Box-Jenkins methodology)	Engle & Granger (1987); Johansen (1988)
Jenis	Stationarity test (reverse of unit-root tests)	Univariate time-series model	Time-series cointegration test
Sumber perintis	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.	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	Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254.
Alias	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)
Berkaitan	4	5	5
Ringkasan	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.	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).	The cointegration test examines whether non-stationary time series that each contain a unit root share a stable long-run equilibrium relationship. The single-equation residual approach was introduced by Engle and Granger (1987) and the system-based rank approach by Johansen (1988).