Talk:Unit root

message: Normally, "a" would be the intercept, and "b" would be the slope. Is it different in this equation for some reason?
:There is not intercept in this equation. Note that this article is still a stub and does not provide full coverage of the subject. Karina.l.k 17:17, 28 April 2007 (UTC)

message: I believe we should split this page into two.  The section at the bottom about the Unit Root Hypothesis is well written, interesting, and important for/to economists.  The Unit Root, however, is a more general topic that applies to all time-series analysis in all fields.  Therefore, I think the Unit Root Hypothesis should be only mentioned as an example with the bulk of its content on a separate page.  
This is a big enough change that I am reluctant to do this unless there is evidence of a consensus - and more importantly, since the information is useful for econ people (like me), I would hate to make the change in such a way that it is unavailable while the new page is waiting on approval.  — Preceding unsigned comment added by Balaamsgrayass (talk • contribs) 23:40, 3 December 2017 (UTC)
thread_title: Unit Root Hypothesis?

message: The audience for this article is severely limited. I suggest an introduction that targets a broader audience with a more limited understanding of statistics. The article is heavy on statistical jargon and does not make the subject more accessible. I would be interested in others thoughts on this. Perhaps accessibility is not a concern. 206.193.225.70 (talk) 19:01, 26 September 2008 (UTC)
replies: text: You could then maybe first introduce the implications of non stationarity (section properties at the bottom), discuss the random walk and then come to problems of characteristic roots and integration order to make it more comprehensible? EtudiantEco (talk) 15:50, 20 October 2008 (UTC)
replies: text: Just to drive this point home, I'm a bioengineering/neuroscience student with a signals processing background and this page makes no sense to me whatsoever. I have taken courses on time series analysis and I'm trying to work with Granger causality, so this means that someone who is somewhat/moderately familiar with the field cannot read it. Any help rewording this page would be appreciated. -- eykanal talk 21:34, 8 December 2008 (UTC)

text: I agree strongly with the comment that started this thread and with eykanal. (Aside: This is really about math article policy, but despite several minutes searching I haven't found the right page for this policy matter, sorry. I'll be grateful if someone merciful will link to the right page, and of course you may copy this there if you like.) The wording of this article (and of many, many math articles) assumes that what every reader wants is a detailed, exact, exhaustive explanation about the kind of mathematical intricacies that will allow you to do mathematical work based on the information given. This is only one of the roles of an encyclopedia. There are many readers who have no such interest at all, and instead look for a general notion, an outline, a rough idea, a view from afar. For example, only on this talk page do I learn that the term that the article defines has something to do with statistics. The article doesn't even mention this simple fact. To illustrate, if a doctor asks me, a programmer, to help him with his computer, I don't answer by showing him program code, I answer in terms that he finds relevant for his computer usage, even though this is radically different from my own needs and interests. I wish every math article started with a brief introductory explanation that followed the example of this Nobel prize winner, who undoubtedly could write far more intricate math than this article does, but as you can see, despite the great complexity of his subject, he's also able to discuss in beautifully readable English.--QuickFox (talk) 21:14, 4 March 2009 (UTC)
thread_title: Audience?

message: * Article says: "To estimate the slope coefficients, one should first conduct a unit root test, whose null hypothesis is that a unit root is present." Stop me if I'm wrong, but the null hypothesis of ADF is that a unit root is present, but that of KPSS is that none is present. So the article is not quite correct..? • Serviceable†Villain 07:40, 12 April 2014 (UTC)
thread_title:  null hypothesis is that a unit root is present? 

message: In the Definition section, it almost seems as if the exponents in the polynomial in m are in reverse order.  Most of what I could find online deals with AR(1), but in what little I can find for unit roots of AR(p), the characteristic polynomial has the *lowest* power in lag operator (presumably m in this case) bound to the constant coefficient associated with the least lag (a_1 in this case).  See, for example, http://www.bauer.uh.edu/rsusmel/phd/ec2-5.pdf.  This is, of course, assuming that the operator m is a stand-in for a lag operation.  Nowhere is this stated, but if it isn't the case, it sure would be unorthodox and deserving of an explanation.  — Preceding unsigned comment added by 131.136.242.1 (talk) 23:28, 21 April 2015 (UTC)
thread_title:  Are the exponents in the polyomial in m in reverse order? 

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