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- Unit_root abstract "A unit root is a feature of processes that evolve through time that can cause problems in statistical inference involving time series models.A linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. Such a process is non-stationary. If the other roots of the characteristic equation lie inside the unit circle—that is, have a modulus (absolute value) less than one—then the first difference of the process will be stationary.".
- Unit_root wikiPageID "2398969".
- Unit_root wikiPageRevisionID "587843518".
- Unit_root hasPhotoCollection Unit_root.
- Unit_root subject Category:Econometrics.
- Unit_root subject Category:Regression_with_time_series_structure.
- Unit_root subject Category:Time_series_analysis.
- Unit_root comment "A unit root is a feature of processes that evolve through time that can cause problems in statistical inference involving time series models.A linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. Such a process is non-stationary. If the other roots of the characteristic equation lie inside the unit circle—that is, have a modulus (absolute value) less than one—then the first difference of the process will be stationary.".
- Unit_root label "Einheitswurzel (Zeitreihenanalyse)".
- Unit_root label "Raiz unitária".
- Unit_root label "Raíz unitaria".
- Unit_root label "Unit root".
- Unit_root label "Единичный корень".
- Unit_root label "单位根 (计量经济学)".
- Unit_root sameAs Einheitswurzel_(Zeitreihenanalyse).
- Unit_root sameAs Raíz_unitaria.
- Unit_root sameAs Raiz_unitária.
- Unit_root sameAs m.079bp2.
- Unit_root sameAs Q1307899.
- Unit_root sameAs Q1307899.
- Unit_root wasDerivedFrom Unit_root?oldid=587843518.
- Unit_root isPrimaryTopicOf Unit_root.