Revision as of 09:47, 30 October 2020 edit Walwal20 (talk \| contribs) Extended confirmed users, Pending changes reviewers 1,374 edits m →Notes: Remove line break. I can't make it look good, damn it. Tag: Manual revert ← Previous edit		Revision as of 10:02, 30 October 2020 edit undo Walwal20 (talk \| contribs) Extended confirmed users, Pending changes reviewers 1,374 edits →Main tests: Remove statement. It is pretty obvious isn't it? That's what all unit root tests should test anyway. Next edit →
Line 27: * [[ADF-GLS test]] * [[Sargan-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>{{efn\|Developed by [[Denis Sargan]] and [[Alok Bhargava]].}} : this tests the unit root null hypothesis in first order autoregressive models against one-sided alternatives, i.e., if the process is stationary or explosive under the alternative hypothesis. [[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