Revision as of 22:45, 9 June 2016 edit 7804j (talk \| contribs) Extended confirmed users 3,650 edits Undid revision 724537172 by 86.178.35.242 (talk). Process can be non-stationary and have no unit root. E.g. trend stationarity. Can you clarify your disagreement? ← Previous edit		Revision as of 00:50, 10 June 2016 edit undo 7804j (talk \| contribs) Extended confirmed users 3,650 edits Made the description more general. Unit root tests don't all have to rely on autoregressive model, even if most do Tag: Visual edit Next edit →
Line 1: In [[statistics]], a '''unit root test''' tests whether a [[time series]] variable is non-stationary and possesses a [[unit root]]~~, using an [[autoregressive]] model~~. == General approach ==

Unit root test: Difference between revisions