A fractional multivariate long memory model for the US and the Canadian real output (Q1927403)
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scientific article; zbMATH DE number 6120169
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| default for all languages | No label defined |
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| English | A fractional multivariate long memory model for the US and the Canadian real output |
scientific article; zbMATH DE number 6120169 |
Statements
A fractional multivariate long memory model for the US and the Canadian real output (English)
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1 January 2013
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multivariate tests
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fractional integration
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long memory
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0.7790451645851135
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0.759880006313324
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0.7491016983985901
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0.741658091545105
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