RECOGNIZING OVERDIFFERENCED TIME SERIES

DOI10.1111/j.1467-9892.1994.tb00173.xzbMath0794.62055MaRDI QIDQ4299024

Ming Chun Chang, David A. Dickey

Publication date: 21 July 1994

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00173.x

zbMATH Keywords

time series; cointegration; autocorrelation function; stationarity; unit roots; ARMA-models; differencing; inverse autocorrelation function; autoregressive integrated moving-average (ARIMA) models; blood flow rates; overdifferenced series

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

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