Unit root test
id:
unit-root-test-300-16274416
title:
Unit root test
text:
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 as the presence of a unit root and the alternative hypothesis is either stationarity, trend stationarity or explosive root depending on the test used.
brand slug:
wiki
category slug:
encyclopedia
description:
Time series statistical test
original url:
https://en.wikipedia.org/wiki/Unit_root_test
date created:
date modified:
2022-03-30T00:11:47Z
main entity:
{"identifier":"Q7887151","url":"https://www.wikidata.org/entity/Q7887151"}
image:
fields total:
13
integrity:
14