Regression modelEconometrics / time series

Test na jedinici korena Furijeov Phillips-Perron (Fourier PP)

Test Furijeovog jedinice korena Furijeovog Phillips-Perrona proširuje klasični Phillips-Perron test ugrađivanjem Furijeovih članova niske frekvencije u determinističku komponentu, omogućavajući testu da uzme u obzir nepoznat broj glatkih, postepenih strukturnih promena u nivou ili trendu bez prethodnog preciziranja njihovog vremena ili oblika.

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Izvori

  1. Enders, W., & Siklos, P. L. (2001). Cointegration and threshold adjustment. Journal of Business and Economic Statistics, 19(2), 166-176. DOI: 10.1198/073500101316970395
  2. 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

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Fourier Phillips-Perron Unit Root Test. ScholarGate. https://scholargate.app/sr/econometrics/fourier-pp-unit-root-test

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ScholarGateFourier PP unit root test (Fourier Phillips-Perron Unit Root Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/fourier-pp-unit-root-test · Skup podataka: https://doi.org/10.5281/zenodo.20539026