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ECONOMICS PEDIA
76. UNIT ROOT-Concepts, Significance, Meaning| Econometrics |Time Series variable(Describing trends)
#unitroot #econometrics #economicspedia A unit root (also called a unit root process or a difference stationary process) is a stochastic trend in a time series, sometimes called a “random walk with drift”; If a time series has a unit root, it shows a systematic pattern that is unpredictable. The reason why it’s called a unit root is ...
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