random_walker47

I think they are very similar topics for L2. Unit roots and random walks are a one-to-one mapping when the order of the autoregression is 1 (i.e. when there is one slope coefficient).

A random walk is an AR(1) time series where the slope is 1.

A unit root is a property of a time series that causes non-stationarity.

When the order of the autoregression is more than one, say x_t = b1 * x_{t-1} + b2 * x_{t-2} + epsilon_t, we need to test for roots in the autoregression's characteristic equation. We're not responsible for this in L2.