A simple GLS procedure for seasonal cointegration (Q2515862)
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scientific article; zbMATH DE number 6471430
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple GLS procedure for seasonal cointegration |
scientific article; zbMATH DE number 6471430 |
Statements
A simple GLS procedure for seasonal cointegration (English)
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7 August 2015
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seasonal error correction model
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seasonal unit root
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seasonal cointegrating rank
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0.8494126200675964
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0.842248797416687
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0.810921847820282
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0.8080354928970337
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0.8080354928970337
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