问题如下：
When we do the DF test to test whether there exists the unit root and the result is to reject the H0: g=0, which of the following conclusions is most likely correct?
选项：
A. The time series has a unit root and is nonstationary.
B. The time series does not have a unit root and is stationary.
C. The time series does not have a unit root and is nonstationary.
解释：
B is correct.
考点: Random walk and unit roots.
解析：DF检验的原假设H0: g=0意味着b1=1。如果我们拒绝原假设，就代表b1≠1，也就意味着此时不存在unit root，并且这个时间序列是平稳的。所以B选项是我们应该得出的正确结论。
b1不等于1只能说明mean reverting level存在，不能说明covariance stationary ，还需要满足期望和方差稳定有限的条件吧
