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In probability theory and statistics, a unit root is a property of certain stochastic processes (such as a random walk) that can create challenges for statistical inference in time series models. A linear stochastic process contains a unit root if 1 is a solution to its characteristic equation.
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root unit process displaystyle processes series stationary time trend-stationary stochastic characteristic one equation roots order non-stationary trend difference autoregressive ols
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Unit root | is a | property of certain stochastic processes | 0.90 | text |
| Unit root | related to Estimation when a unit root may be present | Often | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | OLS | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | Use | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | When | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | Granger | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | Newbold | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | R2 | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | To | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | If | 0.60 | section |
| Unit root | related to Estimation when a unit root may be present | However | 0.60 | section |
| Unit root | related to Example | The | 0.60 | section |
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