Hypothesis Testing in ARIMA(p, 1, q) Models (Q3690918)
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scientific article; zbMATH DE number 3915471
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| English | Hypothesis Testing in ARIMA(p, 1, q) Models |
scientific article; zbMATH DE number 3915471 |
Statements
1985
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nonstationarity
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differencing
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unit roots
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time series
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characteristic equations
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ARIMA(p,1,q) process
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nonlinear least squares regression estimators
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t-type statistics
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Hypothesis Testing in ARIMA(p, 1, q) Models (English)
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0.8497464060783386
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0.8480099439620972
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0.8284828066825867
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0.8209630846977234
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