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What I would do : Step 1. Calculate $V=\sum_i \frac{\Delta P_i^2}{dt_i}$ Step 2. Annualize V. $V_a=\frac{V}{T}$ Step 3. Find $\sigma = \sqrt{V_a}$


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Your interpretation is wrong. If r>1 (not in absolute value) the series follows and explosive and therefore is not stationary. Reject the null hypothesis does mean that all the roots are out of the unitary circle.



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