Unit Roots in Time Series Models: Tests and Implications
نویسندگان
چکیده
منابع مشابه
BUREAU OF THE CENSIJS STATISTICAL RESEARCH DIVISION REPORT SERIES SRD Research Report Number: CENSUS/SRD/RR-85/04 UNIT ROOTS IN TIME SERIES MODELS: TESTS AND IMPLICATIONS
The decision on whether or not to include a unit root in an AR operator has profound implications. Formal tests for the presence of unit roots give analysts objective guidance in this decision. This paper is a practical guide to the use of these tests.
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ژورنال
عنوان ژورنال: The American Statistician
سال: 1986
ISSN: 0003-1305,1537-2731
DOI: 10.1080/00031305.1986.10475349