Higher-order sample autocorrelations and the unit root hypothesis (Q1801414)
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scientific article; zbMATH DE number 202512
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| English | Higher-order sample autocorrelations and the unit root hypothesis |
scientific article; zbMATH DE number 202512 |
Statements
Higher-order sample autocorrelations and the unit root hypothesis (English)
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24 November 1993
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stationarity
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trend stationarity
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\(\text{ARIMA}(p,1,q)\) processes
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mixing conditions
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limiting distributions
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lag length
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covariance function
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differenced time series
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detrended time series
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new tests of the unit root hypothesis
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higher-order sample autocorrelations
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0.88876396
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0.88872606
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0.8663951
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0.85886437
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