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	ERS Punktowo-Optymalny Test Pierwiastka Jednostkowego	Test pierwiastka jednostkowego rozszerzony testem Dickeya-Fullera (ADF)
Dziedzina	Ekonometria	Ekonometria
Rodzina	Hypothesis test	Regression model
Rok powstania	1996	1979
Twórca	Elliott, Rothenberg & Stock	David A. Dickey & Wayne A. Fuller
Typ	One-sided parametric unit-root test	Unit-root test for stationarity
Źródło pierwotne	Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometrica, 64(4), 813–836.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.
Inne nazwy	ERS P-test, Point-Optimal Unit-Root Test, ERS PT statistic, ERS Nokta-Optimal Birim Kök Testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Pokrewne	3	4
Podsumowanie	The Elliott-Rothenberg-Stock (ERS) Point-Optimal test, introduced in their landmark 1996 Econometrica paper, is a near-efficient parametric procedure for testing whether a univariate time series contains a unit root. By first applying GLS detrending at a carefully chosen local-to-unity value and then computing a likelihood-ratio-type statistic, it achieves power close to the Gaussian power envelope—making it one of the most powerful unit-root tests available to applied econometricians.	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.