Examples of 'unit root' in a sentence
Meaning of "unit root"
Unit root: In econometrics, unit root refers to a time series data that exhibits a stochastic trend rather than reverting to a mean. It suggests that the variable of interest has a long-term dependency on its past values
How to use "unit root" in a sentence
Basic
Advanced
unit root
There is a unit root in inflation in this regime.
The series is also said to contain a unit root.
Unit root test results at first difference.
The null hypothesis is the presence of a unit root.
Unit root test on actual values.
The null hypothesis is that there is a unit root.
Unit root tests on actual values.
This question is addressed by the unit root tests.
Unit root test statistics of series.
Tests assuming individual unit root processes across countries.
The unit root is rejected for all firstdifference series.
All variables were tested for the presence of a unit root.
Cases in which the unit root is rejected are indicated with an asterisk.
This approach is especially popular for the unit root tests.
Unit root test.
See also
Three clubs exhibit conditional convergence in time series unit root tests.
Standard unit root tests have been used to determine the order of integration.
And to subject the residuals from this estimate to unit root tests.
During the unit root tests the residues were tested for autocorrelation.
The order of integration is usually ascertained by the application of unit root tests.
The rejection of the null hypothesis of the unit root constitutes evidence of cointegration.
Null hypothesis is non-stationarity unit root.
To verify this, the unit root test is used.
Unit root tests have been widely used to validate or reject economic model ¿ s hypotheses.
Results of augmented Dickey-Fuller unit root test.
A linear stochastic process has a unit root if 1 is a root of the process 's characteristic equation.
Exploit trend is freed, in this case, from the hypotheses of tendancy or unit root.
The detection of a unit root indicates that we are dealing with non-stationary series.
The augmented Dickey-Fuller test for unit root is implemented.
Unit root and cointegration tests of panel data are usually used as a preliminary analysis pre-testing.
In statistics, the Dickey-Fuller test tests whether a unit root is present in an autoregressive model.
Firstly, unit root test was carried out.
First, the time series are analysed visually and with unit root tests.
Table.3 present the summary of unit root tests results at both level and first difference.
Economists debate whether various economic statistics, especially output, have a unit root or are trend stationary.
The Augmented Dickey-Fuller unit root test has been used for this purpose.
Null Hypothesis, variable has a unit root.
In fact, a unit-root test rejects a unit root in inflation over this period.
Such tests may include the sigma test, the unit root test and the cointegration test.
Unit root test was estimated using Augmented-Dickey-Fuller and Phillips-Perron tests.
The IPS test, the null hypothesis assumes all series contain a unit root while the.
Unit root tests for SADC individual country series deviation from regional mean 159.
Next, a Dickey Fuller test for unit root was performed.
Unit root tests for ECOWAS individual country series deviation from regional mean 161.
Non-stationarity and unit root testing.
Table 1 Unit Root Test with the augmented Dickey-Fuller test.
KPSS-type tests are intended to complement unit root tests, such as the Dickey-Fuller tests.
Unit root test results on pooled observations ( series deviation from regional mean ) 162.
The table reports Im-Pesaran-Shin ( IPS ) unit root test results for the dependent variables.
Dickey-Fuller indicates a unit root.
You'll also be interested in:
Examples of using Unit
Show more
Then position the unit as shown below
Place unit in the fi nal installation location
Any institutional unit may hold valuables
Examples of using Root
Show more
We are nearing the root and reason of this
Root galls can also form on stolons
The effective root zone is also reduced
