Unit root test

Time series statistical test


title: "Unit root test" type: doc version: 1 created: 2026-02-28 author: "Wikipedia contributors" status: active scope: public tags: ["time-series-statistical-tests"] description: "Time series statistical test" topic_path: "general/time-series-statistical-tests" source: "https://en.wikipedia.org/wiki/Unit_root_test" license: "CC BY-SA 4.0" wikipedia_page_id: 0 wikipedia_revision_id: 0

::summary Time series statistical test ::

In statistics, a unit root test tests whether a time series variable is non-stationary and possesses a unit root. The null hypothesis is generally defined as the presence of a unit root and the alternative hypothesis is either stationarity, trend stationarity or explosive root depending on the test used.

General approach

In general, the approach to unit root testing implicitly assumes that the time series to be tested [y_t]_{t=1}^T can be written as,

:y_t = D_t + z_t + \varepsilon_t

where,

  • D_t

    is the deterministic component (trend, seasonal component, etc.)

  • z_t is the stochastic component.

  • \varepsilon_t is the stationary error process. The task of the test is to determine whether the stochastic component contains a unit root or is stationary.

Main tests

Other popular tests include:

Notes

References

References

  1. (2014). "Elements of Time Series Econometrics: An Applied Approach". [[Karolinum Press]].
  2. (1979). "Distribution of the estimators for autoregressive time series with a unit root". [[Journal of the American Statistical Association]].

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