多种单位根检验原理

On the Principle of Unit Root Tests

单位根检验是时间序列分析的基础.随着计量经济学的发展,单位根检验理论得到了不断地完善和发展.基于单位根检验基本原理,介绍6种单位根检验的方法.

Unit root test is the basis of time series analysis.With the development of econometrics,unit root test theory has been undergoing developments and improvements.Based on the basic principle of unit root test,this paper introduces six main methods of unit root tests.