In time series, a non-stationary process whose first difference is stationary, also referred to as an integrated of order one or I(1)-process. An example of a unit root process is a random walk. The name ‘unit root’ is related to the roots of the polynomial equation derived from the lag polynomial representation of an autoregressive process: A(L)y_t = ε‎_t. The process y_t is stationary if all roots of equation A(z) = 0 are greater than 1 in absolute value, and is non-stationary if at least one root is less than or equal to 1 in absolute value; the latter is called a unit root. More generally, a process that has n unit roots is integrated of order n.