เปรียบเทียบวิธี

	การทดสอบรากหน่วย Augmented Dickey-Fuller (ADF)	การทดสอบการสหสัมพันธ์ร่วม (Engle-Granger Cointegration Test)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1979–1984	1987
ผู้ริเริ่ม	Said & Dickey (1984); building on Dickey & Fuller (1979)	Robert F. Engle and Clive W. J. Granger
ประเภท	Hypothesis test (unit root)	Cointegration test
แหล่งต้นตำรับ	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
ชื่อเรียกอื่น	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test	EG cointegration test, Engle-Granger two-step method, residual-based cointegration test, EG test
ที่เกี่ยวข้อง	5	5
สรุป	The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.	The Engle-Granger two-step method tests whether two or more non-stationary I(1) time series share a common stochastic trend — that is, whether a linear combination of them is stationary. If cointegration is confirmed, an error-correction model (ECM) can be estimated to capture both short-run dynamics and long-run equilibrium adjustment.