Is there a Unit Root Test for Moving Average Process in matlab?

The title of this question says it all: Is there a unit root test for moving average processes in matlab?

I know there exists tests for unit roots in AR processes like kpsstest or adftest. Are there alternatives for moving average processes?

Thanks!!

Answer 1

[Roger Wohlwend]

There is no such thing as as unit root test for a MA process. There is no such thing as a unit root test for an AR process, either. You apply the unit root test to a time series to find out if the data is stationary. If it is, you start modelling the timeseries with an AR or an MA process.