Kipimo cha Mizizi-Mmoja cha Augmented Dickey-Fuller (ADF)
Kipimo cha Augmented Dickey-Fuller (ADF) ndicho kipimo kinachotumiwa sana kwa mizizi-moja — yaani, kwa kama mfululizo wa wakati hauna utulivu na lazima upunguzwe kabla ya kuunda mfumo. Kiletwa na David Dickey na Wayne Fuller mwaka 1979 na kupanuliwa na Said na Dickey mwaka 1984 kwa mfululizo wenye uhusiano wa muda mrefu wa daraja la juu, kinarejesha mabadiliko katika mfululizo kwa kiwango chake kilichocheleweshwa pamoja na tofauti zilizocheleweshwa na kuuliza ikiwa mgawo wa kiwango kilichocheleweshwa ni sifuri.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
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Vyanzo
- 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. DOI: 10.1080/01621459.1979.10482531 ↗
- Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607. DOI: 10.1093/biomet/71.3.599 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Augmented Dickey-Fuller (ADF) Unit-Root Test. ScholarGate. https://scholargate.app/sw/econometrics/adf-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Mfumo wa ARIMA (Autoregressive Integrated Moving Average)Ekonometriki↔ compare
- Kipimo cha ushirikiano (Johansen / Engle-Granger)Ekonometriki↔ compare
- Jaribio la Usimamishaji la KPSSEkonometriki↔ compare
- Kipimo cha Phillips-Perron (PP) cha Mizizi ya MuunganoEkonometriki↔ compare
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