Simple diagnostic tools for inverstigating linear trends in time series

DOI10.1080/03610929608831781zbMATH Open0900.62491OpenAlexW2031453999MaRDI QIDQ4337209FDOQ4337209

Authors: Adi Raveh, Gideon Schwarz 

Publication date: 12 November 1998

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831781

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zbMATH Keywords

random walkfirst (second) differences of a time seriesvonNeumann ratio \(\eta\)

Mathematics Subject Classification ID

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

Cites Work

• Moments of the Ratio of the Mean Square Successive Difference to the Mean Square Difference in Samples From a Normal Universe
• Title not available (Why is that?)
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• The Mean Square Successive Difference
• Estimation of the degree of differencing of an ARIMA process

Cited In (3)

• Diagnostic check for heavy tail in linear time series
• On trend estimation of time-series: a simple linear programming approach
• Estimating Serial Correlation by Visual Inspection of Diagnostic Plots

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