A test of the null of integer integration against the alternative of fractional integration (Q494391)
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scientific article; zbMATH DE number 6477247
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| English | A test of the null of integer integration against the alternative of fractional integration |
scientific article; zbMATH DE number 6477247 |
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A test of the null of integer integration against the alternative of fractional integration (English)
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1 September 2015
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fractionally integrated process
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short memory
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unit root
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0.855993926525116
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0.8407135605812073
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0.8196889162063599
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0.8175389170646667
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