unitroot

Aunitroot(alsocalledaunitrootprocessoradifferencestationaryprocess)isastochastictrendinatimeseries,sometimescalleda“randomwalk ...,Inprobabilitytheoryandstatistics,aunitrootisafeatureofsomestochasticprocesses(suchasrandomwalks)thatcancauseproblemsinstatistical ...,Instatistics,aunitroottesttestswhetheratimeseriesvariableisnon-stationaryandpossessesaunitroot.Thenullhypothesisisgenerallydefined ...

參考資訊如下
Simple Definition, Unit Root Tests

A unit root (also called a unit root process or a difference stationary process) is a stochastic trend in a time series, sometimes called a “random walk ...

Unit root

In probability theory and statistics, a unit root is a feature of some stochastic processes (such as random walks) that can cause problems in statistical ...

Unit root test

In statistics, a unit root test tests whether a time series variable is non-stationary and possesses a unit root. The null hypothesis is generally defined ...

Unit Root Tests

Unit root tests can be used to determine if trending data should be first differenced or regressed on deterministic functions of time to render the data ...

Unit root tests in panel data: asymptotic and finite

由 A Levina 著作 · 2002 · 被引用 17608 次 — Abstract. We consider pooling cross-section time series data for testing the unit root hypo- thesis. The degree of persistence in individual regression ...

Unit Root Tests in Time Series

Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root ...

What A Unit Root Is

2022年10月20日 — A unit root is a stochastic trend in a time series that is frequently referred to as a random walk with drift.

What is a Time Series Unit Root?

2023年10月11日 — A time series has a unit root if any of its solutions from the characteristic equation is 1. This leads to a changing variance through time, ...

單位根檢驗

單位根檢驗（Unit Root Test）單位根檢驗是針對巨集觀經濟數據序列、貨幣金融數據序列中是否具有某種統計特性而提出的一種平穩性檢驗的特殊方法，單位根檢驗的方法有 ...