单词 | unit root |
释义 | unit root A tendency for changes in a system to persist indefinitely. A linear difference equation system of the Nth order has N roots. If the absolute value of any of these is more than 1, the system will explode, at least until it encounters some constraint which prevents it from continuing to be linear. If all roots are less than 1 in absolute value the system will eventually converge back to its original equilibrium after any temporary disturbance. A root with an absolute value of exactly 1, or a unit root, will cause a permanent shift in the system, and a series of disturbances can cause unlimited divergence from the original position. Comparable results hold for linear differential equation systems, where roots may be positive, negative or zero in real part: the zero case corresponds to a unit root in difference equations. In recent years a number of statistical tests for the presence of unit roots have been developed. |
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