A measure for nonstationary time series, <I>Y(t)</I>, with a stationary transformation created by taking one (or more) first differences. If <I>Z(t) = Y(t) - Y(t-1)</I> is a stationary series, <I>Y(t)</I> has one unit root. (See <a href="search.pl?p=Dickey-Fuller test">Dickey-Fuller test</a>.) Allen and Fildes (2001) discuss the use of unit roots in forecasting.<o:p></o:p></P>
 <ul>
   <li>Allen, P. G. &amp; R. Fildes (2001), “Econometric 
forecasting,” in J. S. Armstrong (ed.), <I>Principles of Forecasting.</I> 
Norwell, MA: Kluwer Academic Press.</li>
 </ul>