Pages that link to "Item:Q3672934"
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The following pages link to Testing for deterministic trend and seasonal components in time series models (Q3672934):
Displaying 7 items.
- Changes in seasonal patterns (Q671898) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- A simple test for stable seasonality (Q1345558) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Time series analysis of covariance based on linear transfer function models (Q2417983) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
