The Order of Differencing in ARIMA Models
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Publication:3219617
DOI10.2307/2288724zbMath0556.62064OpenAlexW4246620865MaRDI QIDQ3219617
Publication date: 1984
Full work available at URL: https://doi.org/10.2307/2288724
critical pointsnonstationarityunit rootsARIMA modelsLagrange multiplier testfunctionals of Brownian motiontesting for order of differencing
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)
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