Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158)
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scientific article; zbMATH DE number 1473052
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| English | Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models |
scientific article; zbMATH DE number 1473052 |
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Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (English)
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10 July 2000
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ARIMA models
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differencing
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identification
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residual white noise autoregressive criterion
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time series
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unit roots
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0.7854285836219788
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0.7733694314956665
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0.7725454568862915
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0.7611895799636841
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0.7559767961502075
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