Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Year of publication: |
1999
|
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Authors: | Taylor, Robert ; Leybourne, Stephen James |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 67.1999, 3, p. 261-286
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Autokorrelation | Autocorrelation |
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