เปรียบเทียบวิธี

	การทดสอบ KPSS แบบไม่เชิงเส้น	การทดสอบรากหน่วย Augmented Dickey-Fuller (ADF)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2006	1979
ผู้ริเริ่ม	Becker, Enders & Lee	David A. Dickey & Wayne A. Fuller
ประเภท	Stationarity test (null: stationary)	Unit-root test for stationarity
แหล่งต้นตำรับ	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.	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.
ชื่อเรียกอื่น	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
ที่เกี่ยวข้อง	3	4
สรุป	The nonlinear KPSS test extends the classic Kwiatkowski-Phillips-Schmidt-Shin stationarity test by modelling unknown smooth structural breaks in the deterministic trend using a Fourier approximation. Under the null hypothesis the series is stationary around a flexible nonlinear trend, guarding against spurious unit-root findings caused by regime shifts or gradual transitions.	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.