F-test for seasonal differencing with a break-point (Q1378766): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0378-3758(97)00053-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1981149356 / rank | |||
Normal rank | |||
Latest revision as of 10:42, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | F-test for seasonal differencing with a break-point |
scientific article |
Statements
F-test for seasonal differencing with a break-point (English)
0 references
8 March 1999
0 references
break-point
0 references
regular unit roots
0 references
simulation studies
0 references
tables
0 references
stochastic trend stationarity
0 references
broken trend stationarity
0 references
seasonal unit roots
0 references
Wiener processes
0 references
