Phrases with «unit root»

A "unit root" refers to a characteristic of a time series data where the values tend to fluctuate around a fixed level rather than consistently growing or declining. It suggests that the data has a long-term trend that keeps it stationary or unchanged over time. Full definition

Sentences with «unit root»

  • Stationarity tests, the white noise test, and the Dickey - Fuller test for unit roots were performed as well as examination of autocorrelation function and partial autocorrelation function plots17 to help identify appropriately parameterized models for MAR, ED, and lunch participation time series. (jamanetwork.com)
  • In particular, the characterization of the urban temperature trend was investigated using a seasonal unit root analysis of monthly mean air temperature data over the period of January 1970 to December 2013. (climatism.blog)
  • «The seasonal unit root test makes it possible to determine the stochastic trend of monthly temperatures using an autoregressive model,» says Prof. Wai Ming To. (climatism.blog)
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