Kipimo cha Phillips-Perron (PP) cha Mizizi ya Muungano
Kipimo cha Phillips-Perron, kilichoanzishwa na Peter Phillips na Pierre Perron mwaka 1988, hupima mizizi ya muungano katika mfululizo wa wakati, kama kipimo cha Augmented Dickey-Fuller, lakini hurekebisha kwa ajili ya uhusiano wa kiotomatiki na uhalali wa makosa kwa njia isiyo ya kigezo badala ya kuongeza tofauti za kuchelewa. Huendesha regression rahisi ya Dickey-Fuller na kisha hurekebisha takwimu ya kipimo kwa kutumia makadirio ya kiwango cha muda mrefu cha utofauti, hivyo mtaalamu hahitaji kuchagua urefu wa kuchelewa kwa ajili ya regression yenyewe.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346. DOI: 10.1093/biomet/75.2.335 ↗
- Newey, W. K., & West, K. D. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55(3), 703–708. DOI: 10.2307/1913610 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Phillips-Perron (PP) Unit-Root Test. ScholarGate. https://scholargate.app/sw/econometrics/phillips-perron-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 Mizizi-Mmoja cha Augmented Dickey-Fuller (ADF)Ekonometriki↔ compare
- Kipimo cha ushirikiano (Johansen / Engle-Granger)Ekonometriki↔ compare
- Jaribio la Usimamishaji la KPSSEkonometriki↔ compare
Imerejelewa na
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