Unit root
id:
unit-root-302-10290388
title:
Unit root
text:
In probability theory and statistics, a unit root is a feature of some stochastic processes 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 but does not always have a trend. If the other roots of the characteristic equation lie inside the unit circle—that is, have a modulus less than one—then the first difference of the process will
brand slug:
wiki
category slug:
encyclopedia
description:
Feature of some stochastic processes
original url:
https://en.wikipedia.org/wiki/Unit_root
date created:
date modified:
2024-01-28T03:09:53Z
main entity:
{"identifier":"Q1307899","url":"https://www.wikidata.org/entity/Q1307899"}
image:
fields total:
13
integrity:
14