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...

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...

located one unit from the origin along the imaginary axis (which is orthogonal to the real axis). Being a quadratic polynomial with no multiple root, the defining...

an augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis is different...

morphologically simple unit which can be left bare or to which a prefix or a suffix can attach. The root word is the primary lexical unit of a word, and of...

trend-stationary) against the alternative of a unit root. Contrary to most unit root tests, the presence of a unit root is not the null hypothesis but the alternative...

In statistics, the Dickey–Fuller test tests the null hypothesis that a unit root is present in an autoregressive (AR) time series model. The alternative...

can be due either to the presence of a unit root or of a deterministic trend. In the former case of a unit root, stochastic shocks have permanent effects...

statistics and econometrics, the ADF-GLS test (or DF-GLS test) is a test for a unit root in an economic time series sample. It was developed by Elliott, Rothenberg...

(symbol: dB) is a relative unit of measurement equal to one tenth of a bel (B). It expresses the ratio of two values of a power or root-power quantity on a logarithmic...