Testing for Unit Roots in Seasonal Time Series

time series regression-type estimators least squares estimator Monte Carlo integration nonstationary higher order models seasonal autoregressive models studentized regression statistic Tables of percentiles testing for seasonal unit roots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items

Efficient tests for the presence of a pair of complex conjugate unit roots in real time series ⋮ Local asymptotic distribution related to the AR(1) model with dependent errors ⋮ Estimation of partially nonstationary vector autoregressive models with seasonal behavior ⋮ Regression quantiles for unstable autoregressive models ⋮ Asymmetry and nonstationarity for a seasonal time series model ⋮ Numerical distribution functions for seasonal unit root tests ⋮ Changes in seasonal patterns. Are they cyclical? ⋮ Unit roots tests and SARIMA models ⋮ Tests for seasonal unit roots. 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