An approach to arrive at stationarity in time series data
M.I. Nafeesathul Basariya and Punniyamoorthy Murugesan
| Year of publication: |
2022
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|---|---|
| Authors: | Basariya, M. I. Nafeesathul ; Murugesan, Punniyamoorthy |
| Published in: |
International journal of applied management science : IJAMS. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-8921, ZDB-ID 2471980-8. - Vol. 14.2022, 3, p. 221-245
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| Subject: | augmented Dickey-Fuller | Dickey-Fuller | Durbin-Watson | homoscedasticity of error term | Lagrangian multiplier test | randomness of error term | stationarity | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJAMS.2022.125122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231197