unitroot

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 with ...

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 ...

2021年5月24日 — A unit root is a unit of measurement to determine how much stationarity a time series model has. Also called a unit root process, we determine ...

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 ...

Autoregressive unit root tests are based on testing the null hypothesis that φ = 1 (difference stationary) against the alternative hypothesis that φ < 1 (trend ...

由 A Levina 著作 · 2002 · 被引用 16828 次 — The panel-based unit root test proposed in this article allows for individual- specific intercepts and time trends. Moreover, the error variance and the pat ...

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, that breaks one of ...

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 ...