Unit root and weak stationarity
Posted: 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?
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?