DBpedia 2016-04

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Unit_root abstract "A unit root is a feature of processes that evolve through time that can cause problems in statistical inference involving time series models.A linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. Such a process is non-stationary. If the other roots of the characteristic equation lie inside the unit circle—that is, have a modulus (absolute value) less than one—then the first difference of the process will be stationary.".
Unit_root wikiPageID "2398969".
Unit_root wikiPageLength "12101".
Unit_root wikiPageOutDegree "48".
Unit_root wikiPageRevisionID "701930231".
Unit_root wikiPageWikiLink ADF-GLS_test.
Unit_root wikiPageWikiLink Absolute_value.
Unit_root wikiPageWikiLink Augmented_Dickey–Fuller_test.
Unit_root wikiPageWikiLink Autoregressive_model.
Unit_root wikiPageWikiLink Autoregressive–moving-average_model.
Unit_root wikiPageWikiLink Category:Econometrics.
Unit_root wikiPageWikiLink Category:Regression_with_time_series_structure.
Unit_root wikiPageWikiLink Category:Time_series_analysis.
Unit_root wikiPageWikiLink Characteristic_equation_(calculus).
Unit_root wikiPageWikiLink Characteristic_polynomial.
Unit_root wikiPageWikiLink Clive_Granger.
Unit_root wikiPageWikiLink Coefficient_of_determination.
Unit_root wikiPageWikiLink Cointegration.
Unit_root wikiPageWikiLink Conceptual_model.
Unit_root wikiPageWikiLink Dickey–Fuller_test.
Unit_root wikiPageWikiLink Dynamical_system.
Unit_root wikiPageWikiLink Errors_and_residuals.
Unit_root wikiPageWikiLink Finite_difference.
Unit_root wikiPageWikiLink Gross_domestic_product.
Unit_root wikiPageWikiLink Gross_national_product.
Unit_root wikiPageWikiLink KPSS_test.
Unit_root wikiPageWikiLink Lag_operator.
Unit_root wikiPageWikiLink Multiplicity_(mathematics).
Unit_root wikiPageWikiLink Null_hypothesis.
Unit_root wikiPageWikiLink Order_of_integration.
Unit_root wikiPageWikiLink Ordinary_least_squares.
Unit_root wikiPageWikiLink Output_(economics).
Unit_root wikiPageWikiLink Phillips–Perron_test.
Unit_root wikiPageWikiLink Regression_analysis.
Unit_root wikiPageWikiLink Sample_size_determination.
Unit_root wikiPageWikiLink Stationary_process.
Unit_root wikiPageWikiLink Statistical_inference.
Unit_root wikiPageWikiLink Stochastic_process.
Unit_root wikiPageWikiLink Structural_break.
Unit_root wikiPageWikiLink T-statistic.
Unit_root wikiPageWikiLink Time_series.
Unit_root wikiPageWikiLink Trend_stationary.
Unit_root wikiPageWikiLink Unit_root_test.
Unit_root wikiPageWikiLink Zero_of_a_function.
Unit_root wikiPageWikiLink File:Unit_root_hypothesis_diagram.svg.
Unit_root wikiPageWikiLinkText "Unit root".
Unit_root wikiPageWikiLinkText "difference stationary".
Unit_root wikiPageWikiLinkText "unit root".
Unit_root wikiPageUsesTemplate Template:Citation_needed.
Unit_root wikiPageUsesTemplate Template:Reflist.
Unit_root subject Category:Econometrics.
Unit_root subject Category:Regression_with_time_series_structure.
Unit_root subject Category:Time_series_analysis.
Unit_root hypernym Feature.
Unit_root type Type.
Unit_root type Work.
Unit_root type Econometric.
Unit_root type Field.
Unit_root type Process.
Unit_root type Type.
Unit_root comment "A unit root is a feature of processes that evolve through time that can cause problems in statistical inference involving time series models.A linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. Such a process is non-stationary. If the other roots of the characteristic equation lie inside the unit circle—that is, have a modulus (absolute value) less than one—then the first difference of the process will be stationary.".
Unit_root label "Unit root".
Unit_root sameAs Q1307899.
Unit_root sameAs Einheitswurzel_(Zeitreihenanalyse).
Unit_root sameAs Raíz_unitaria.
Unit_root sameAs 単位根.
Unit_root sameAs Enhetsrot.
Unit_root sameAs Raiz_unitária.
Unit_root sameAs m.079bp2.
Unit_root sameAs Единичный_корень.
Unit_root sameAs Birim_kök.
Unit_root sameAs Q1307899.
Unit_root sameAs 单位根_(计量经济学).
Unit_root wasDerivedFrom Unit_root?oldid=701930231.
Unit_root isPrimaryTopicOf Unit_root.