Unit root
= Unit root
{title2=$|z|=1,\quad\Phi(z)=0$}
{wiki}
A unit root is a zero of an <autoregressive polynomial> on the unit circle. A zero at $1$ is removed by first <differencing>. A conjugate pair $e^{\pm i\omega}$ corresponds to the real factor $1-2\cos\omega\,B+B^2$. Nonzero white-noise excitation at an uncancelled unit root prevents a finite-variance stationary solution.