,则称该过程为单位根过程(Unit Root Process)。若单位根过程经过一阶差分成为平稳过程,即yt-yt-1=(1-B)yt=εt,则称时间序列yt为一阶单整序列,记作I(1)。
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Firstly, we construct the test of the exogenous structural mutation for a unit root process and this eliminates the influences on the model from the mutation of the data growth process.
本文首先构造了单位根过程外生性结构突变的检验，排除了数据生成过程的突变对建模的影响。
And introduced the unit root test and the random process that can often be used in economy.
介绍了单位根检验以及经济中常用的随机过程。
The article educed that the series of hard wheat futures and spot prices show their first-order difference stationary, I (1) process, by the unit root test.
通过单位根检验，确定硬麦期货与现货价格序列具有一阶差分平稳性即i(1)过程。
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