Testing for a Unit Root in ARIMA Processes

DOI10.1080/0266476042000214547MaRDI QIDQ3591928zbMATH OpenOpenAlexFDO

Authors Philip A. Shively

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0266476042000214547

zbMATH Keywords

ARIMAgross domestic productinvariantpoint-optimalunit root

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(6)

• Implementing unit roost tests in ARMA models of unknown order
• Testing for unit root processes in random coefficient autoregressive models
• Testing for unit roots in autoregressive-moving average models of unknown order
• ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES
• Tests for Seasonal Moving Average Unit Root in ARIMA Models
• Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers

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