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Unit Roots and Tests for Non-Stationarity

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  • Опубліковано 5 сер 2024
  • This video goes through the the concept of a unit root and the various tests for non-stationarity.
    Created by Justin S. Eloriaga
    Website: justineloriaga.com

КОМЕНТАРІ • 9

  • @gpietra
    @gpietra 2 роки тому +3

    Unit root was one of the most obscure concept I have ever met. Thanks to you and a couple of other dudes online I reached a sufficient level of comprehension. Thank you!

  • @jadecaintic7068
    @jadecaintic7068 Рік тому +1

    Thank you very much sir Justine...

  • @pratikgore6536
    @pratikgore6536 8 місяців тому

    Hi, your videos have been a great help 😀

  • @Regular.Biceps
    @Regular.Biceps 2 роки тому

    Good job brother 👍🏻

  • @samfisher1250
    @samfisher1250 2 роки тому

    hello can i ask something. i used r studio with adf.test and kpss.test with "level" as specification. what does it mean if the results are contradictory? the adf.test shows that my series have no unit roots however the kpss.test shows that my series are not stationary?

  • @raulq.3519
    @raulq.3519 9 місяців тому

    Hello, Justin. Excellent video. Could you explain the relation between unit root and eigenvalues of a matrix?

  • @BoipeloKekana-lg1ym
    @BoipeloKekana-lg1ym 4 місяці тому

    God bless you

  • @makotoinoue2614
    @makotoinoue2614 Рік тому

    ily sir