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Results tagged with unit-root
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user 11476
A unit root is a property of a non-stationary time series which can lead to spurious regressions and wrong inference.
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Nice example where a series without a unit root is non stationary?
Here is an example of a non-stationary series that not even a white noise test can detect (let alone a Dickey-Fuller type test):
Yes, this might be surprising but This is not white noise.
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