Stochastic, processes can be stationary or nonstationary. They depend on the magnitude of shocks. In other words, in an auto regressive model of order one, the estimated coefficient is not constant. Another finding of this paper is the relation between estimated coefficients and residuals. We also develop a catastrophe and chaos theory for change of roots from stationary to a nonstationary one and vice versa.
(2002). The Stationary - NonStationary Process and The Variable Roots Difference Equations. Iranian Economic Review, 7(7), 43-70. doi: 10.22059/ier.2002.30859
MLA
. "The Stationary - NonStationary Process and The Variable Roots Difference Equations". Iranian Economic Review, 7, 7, 2002, 43-70. doi: 10.22059/ier.2002.30859
HARVARD
(2002). 'The Stationary - NonStationary Process and The Variable Roots Difference Equations', Iranian Economic Review, 7(7), pp. 43-70. doi: 10.22059/ier.2002.30859
VANCOUVER
The Stationary - NonStationary Process and The Variable Roots Difference Equations. Iranian Economic Review, 2002; 7(7): 43-70. doi: 10.22059/ier.2002.30859
)