Comparar métodos

	Teste KPSS com Parâmetros Variáveis no Tempo	Teste de Raiz Unitária Dickey-Fuller Aumentado (ADF)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	2000s-2010s	1979
Autor original	Extension of Kwiatkowski, Phillips, Schmidt, and Shin (1992); time-varying generalizations developed by Cavaliere, Taylor, and others	David A. Dickey & Wayne A. Fuller
Tipo	Hypothesis test (stationarity)	Unit-root test for stationarity
Fonte seminal	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics, 54(1-3), 159-178.	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.
Outros nomes	TVP-KPSS test, time-varying KPSS stationarity test, locally stationary KPSS test, TV-KPSS	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Relacionados	3	4
Resumo	The time-varying parameter KPSS test extends the classic Kwiatkowski-Phillips-Schmidt-Shin (1992) stationarity test to settings where the deterministic or stochastic components of a series may shift over time. It tests the null hypothesis of stationarity while allowing the model's parameters to evolve, making it robust to structural instability that would otherwise distort the standard KPSS result.	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.