Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158)

From MaRDI portal
scientific article; zbMATH DE number 1473052
Language Label Description Also known as
English
Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models
scientific article; zbMATH DE number 1473052

    Statements

    Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (English)
    0 references
    0 references
    0 references
    10 July 2000
    0 references
    0 references
    ARIMA models
    0 references
    differencing
    0 references
    identification
    0 references
    residual white noise autoregressive criterion
    0 references
    time series
    0 references
    unit roots
    0 references
    0 references