Revision as of 13:00, 23 October 2020 edit MrOllie (talk \| contribs) Extended confirmed users, Pending changes reviewers, Rollbackers 255,762 edits Reverted to revision 985013700 by MrOllie (talk) Tags: Twinkle Undo ← Previous edit		Revision as of 09:28, 30 October 2020 edit undo Walwal20 (talk \| contribs) Extended confirmed users, Pending changes reviewers 1,374 edits →Main tests: Fix typo Next edit →
Line 24: * [[KPSS test]] (in which the null hypothesis is [[Trend-stationary process\|trend stationarity]] rather than the presence of a [[Stationary process\|unit root]]) * [[ADF-GLS test]] * Sargan-~~Barghava~~Bhargava test<ref>{{cite journal\|author1=Elliott, G.\|author2=Rothenberg, T. J.\|author3=Stock, J. H.\|year=1992\|title=Efficient tests for an autoregressive unit root\|journal=National Bureau of Economic Research}}</ref> * [[Zivot–Andrews test]] Unit root tests are closely linked to [[Autocorrelation\|serial correlation]] tests. However, while all processes with a unit root will exhibit serial correlation, not all serially correlated time series will have a unit root. Popular serial correlation tests include:

Unit root test: Difference between revisions