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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.

Attributes	Values
rdf:type	yago:WikicatStatisticalTests yago:Abstraction100002137 yago:Cognition100023271 yago:Experiment105798043 yago:HigherCognitiveProcess105770664 yago:Inquiry105797597 yago:ProblemSolving105796750 yago:Process105701363 yago:PsychologicalFeature100023100 yago:Thinking105770926 yago:Trial105799212
rdfs:label	単位根検定 (ja) Unit root test (en)
rdfs:comment	単位根検定（たんいこんけんてい、英: unit root test）とは、統計学において、自己回帰モデルを用いて時系列変数が定常かどうかを判別するための仮説検定である。大標本において妥当となる良く知られた検定として拡張ディッキー–フラー検定がある。有限標本における自己回帰モデルについての最適な単位根検定はとによって発展した。他の検定としてフィリップス–ペロン検定がある。これらの検定は単位根の存在を帰無仮説として用いている。 (ja) 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. (en)
dcterms:subject	Time series statistical tests
Wikipage page ID	2473482 (xsd:integer)
Wikipage revision ID	1080038026 (xsd:integer)
Link from a Wikipage to another Wikipage	Time series Durbin–Watson statistic John Wiley & Sons Unit root Ljung–Box test Stationary process Statistics Autocorrelation Breusch–Godfrey test KPSS test ADF-GLS test Time series statistical tests Augmented Dickey–Fuller test Trend-stationary process Phillips–Perron test Blackwell Publishers
Link from a Wikipage to an external page	http://econ.la.psu.edu/~hbierens/UNITROOT.PDF https://archive.org/details/appliedeconometr00ende_0/page/170 https://archive.org/details/unitrootscointeg00madd https://archive.org/details/unitrootscointeg00madd/page/n116
sameAs	Unit root test Unit root test Unit root test Unit root test Unit root test
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has abstract	単位根検定（たんいこんけんてい、英: unit root test）とは、統計学において、自己回帰モデルを用いて時系列変数が定常かどうかを判別するための仮説検定である。大標本において妥当となる良く知られた検定として拡張ディッキー–フラー検定がある。有限標本における自己回帰モデルについての最適な単位根検定はとによって発展した。他の検定としてフィリップス–ペロン検定がある。これらの検定は単位根の存在を帰無仮説として用いている。 (ja) 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. (en)
prov:wasDerivedFrom	wikipedia-en:Unit_root_test?oldid=1080038026&ns=0
page length (characters) of wiki page	3365 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Unit_root_test
is Link from a Wikipage to another Wikipage of	Order of integration Unit root GAUSS (software) Comparison of statistical packages EViews KPSS test Asymptotic theory (statistics) Johansen test Augmented Dickey–Fuller test Yongcheol Shin List of statistics articles
is foaf:primaryTopic of	wikipedia-en:Unit_root_test

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