フィリップス–ペロン検定
↑ Phillips, Peter C. B.; Perron, Pierre (1988). “Testing for a Unit Root in Time Series Regression”. Biometrika 75 (2): 335–346. doi:10.1093/biomet/75.2.335.
↑ Davidson, Russell; MacKinnon, James G. (2004). Econometric Theory and Methods. New York: Oxford University Press. p. 623. ISBN 0-19-512372-7