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
Language | Label | Description | Also known as |
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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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