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Hypothesis testBreak unit-root tests

Kipimo cha Mizizi ya Kitengo cha Zivot-Andrews na Mapumziko Moja ya Muundo

Kipimo cha Zivot-Andrews (ZA), kilichoanzishwa na Eric Zivot na Donald Andrews mwaka 1992, ni kipimo cha mizizi ya kitengo cha mpangilio ambacho huruhusu mapumziko moja ya muundo katika tarehe isiyojulikana. Kinapanua mfumo wa augmented Dickey-Fuller kwa kuchagua kwa ndani tarehe ya mapumziko ambayo inatoa ushahidi wenye nguvu zaidi dhidi ya dhana ya mizizi ya kitengo, na kuifanya kuwa muhimu sana kwa mfululizo wa muda wa uchumi na fedha ambao unaweza kuwa umeathiriwa na matukio kama mabadiliko ya sera, migogoro ya kifedha, au msukumo wa usambazaji.

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Vyanzo

  1. Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270. DOI: 10.1080/07350015.1992.10509904

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Zivot-Andrews Unit-Root Test with One Structural Break. ScholarGate. https://scholargate.app/sw/econometrics/zivot-andrews-test

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Imerejelewa na

ScholarGateZivot-Andrews Test (Zivot-Andrews Unit-Root Test with One Structural Break). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/zivot-andrews-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026