New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models

DOI10.1016/0378-3758(93)90140-2zbMath0800.62545OpenAlexW2032214109WikidataQ127674079 ScholiaQ127674079MaRDI QIDQ689413

Sergio G. Koreisha, Tarmo M. Pukkila

Publication date: 20 December 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90140-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS ⋮ Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models

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