Unit root and weak stationarity

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Dickson
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Joined: Tue Dec 30, 2014 8:10 am

Unit root and weak stationarity

Postby Dickson » Tue Jan 13, 2015 1:31 pm

Hi, everyone!

If a variable has a unit root at the 5% level, but not at the 10% level, is it correct to say that this implies that it is weakly stationary? Or I just regarder as a non-stationary variable?
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