Search results with tag "Time series regression with non stationary"

Section 12 Time Series Regression with Non- Stationary ...

unit circle of the complex plane”), then y is stationary. By our root criterion for stationarity, the AR(1) is stationary if 1 1 1, or 1 1. This corresponds to the assumption we presented earlier that 1. If one or more roots of L 0 are equal to one and the others are greater than one,

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