Definition of UnitRootTest. Meaning of UnitRootTest. Synonyms of UnitRootTest

- 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...
- 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, an augmented ****ey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis...
- 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 ****ey–Fuller test tests the null hypothesis that a unit root is present in an autoregressive (AR) time series model. The alternative...
- In 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...
- Phillips–Perron test (named after Peter C. B. Phillips and Pierre Perron) is a unit root test. That is, it is used in time series analysis to test the null hypothesis...
- MGARCH Gretl package repository ARIMAProcess Mathematica do****entation UnitRootTest Mathematica do****entation ARProcess Mathematica do****entation GARCHProcess...
- − 1 ) . {\displaystyle X_{t}\sim I(d-1).\,} ARIMA ARMA Random walk Unit root test Hamilton, James D. (1994) Time Series Analysis. Princeton University...
- Decomposition of time series KPSS test About.com economics Online Glossary of Research Economics "Differencing And Unit Root Tests" (PDF). pages.stern.nyu.edu...