Unit Roots in Time Series Model: Tests and Implications

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Unit Roots in Time Series Model: Tests and Implications

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Working Paper Number: RR85-04

Abstract

Unit Roots in Time Series Models: Test and Implications
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The decision on whether or not to include a unit root in an AR operator has profound implications. Formal tests for the presence of unit roots give analysts objective guidance in this decision. This paper is a practical guide to the use of these tests.

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Page Last Revised - February 11, 2025