Unit Root
Broschiertes Buch

Unit Root

Versandkostenfrei!
Versandfertig in 6-10 Tagen
22,99 €
inkl. MwSt.
PAYBACK Punkte
11 °P sammeln!
High Quality Content by WIKIPEDIA articles! In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. The process will be non-stationary. If the other roots of the characteristic equation lie inside the unit circle, then the first difference of the process will be stationary. In statistics, the Phillips Perron test is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is I. It builds on the Dickey Fuller test, but unlike the augmented Dickey Fuller test, w...