Testing for a unit root nonstationarity in multivariate autoregressive time series (Q1121626)
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scientific article; zbMATH DE number 4104219
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| English | Testing for a unit root nonstationarity in multivariate autoregressive time series |
scientific article; zbMATH DE number 4104219 |
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Testing for a unit root nonstationarity in multivariate autoregressive time series (English)
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1989
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nonstationarity
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characteristic equation
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multiple autoregressive time series
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ordinary least squares
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largest estimated eigenvalue
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unit root hypothesis
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critical values
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0.8570972084999084
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0.8059495091438293
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0.8002835512161255
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0.79937744140625
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