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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
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!
i agree
Thank you very much sir Justine...
Hi, your videos have been a great help 😀
Good job brother 👍🏻
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?
Hello, Justin. Excellent video. Could you explain the relation between unit root and eigenvalues of a matrix?
God bless you
ily sir