This paper presents user-friendly SAS macro and SAS programs to check the three parts of a time series: Trend, Cyclical patterns, and Stationarity. The SAS macro KENDALL performs the trend analysis. Seasonal Kendall Trend analysis, including summery statistics; overall Tau and the P-value of the test for trend; monthly Tau values, the corresponding P-values for each month; the Seasonal Kendall ...

Recently, Diebold and Kilian [Unit root tests are useful for selecting forecasting models, Journal of Business and Economic Statistics 18, 265-273, 2007] and Niwitpong [Effect of Preliminary unit roots on predictors for an unknown mean AR(1) process, Thailand Statistician 7, 71-79, 2009] indicated that the preciseness of a predictor for an AR(1) process can be increased by using the preliminary...

We study the variation of unit roots of the Dwork families of Calabi-Yau varieties over a finite field by the method of Dwork-Katz and also from the point of view of formal group laws. A p-adic analytic formula for the unit roots away from the Hasse locus is obtained.

In the existing Statistics and Econometrics literature, there does not exist a statistical test which may for all kinds of roots characteristic polynomial leading to an unstable dynamic response, i.e., positive negative real unit roots, complex lying inside circle. This paper develops is sufficient prove stability (in context polynomial) univariate as well multivariate time series without havin...

In this brief note, we consider p-adic unit roots or poles of L-functions of exponential sums defined over finite fields. In particular, we look at the number of unit roots or poles, and a congruence relation on the units. This raises a question in arithmetic mirror symmetry.

Tests for unit roots in univariate time series with level shifts are proposed and investigated The level shift is assumed to occur at a known time It may be a simple one time shift which can be captured by a dummy variable or it may have a more general form which can be modeled by some general nonlinear transition function There may also be more than one shift point and there may be other deter...

The ventral spinal roots contain the axons of spinal motoneurons and provide the only location in the peripheral nervous system where recorded neural activity can be assured to be motor rather than sensory. This study demonstrates recordings of single unit activity from these ventral root axons using floating microelectrode arrays (FMAs). Ventral root recordings were characterized by examining ...