Building on our discussion of stationary and nonstationary processes in Chapter 2, this chapter focuses on how to determine whether an observed time series is consistent with a (trend) stationary process or a nonstationary process containing a unit root. The presence or absence of a unit root fundamentally shapes our understanding of the behavior of a time series, influences our choice of analytical tools, and carries profound implications for theories of social, economic, and political change. This chapter presents the theory behind unit root testing and provides practical guidance for applied researchers.