Testing for Seasonal Unit Roots

First Page		Document Content
Date: 2005-04-08 11:48:09 Mathematics Econometrics Statistical tests Unit root Vector space Time series Dickey–Fuller test Autoregressive integrated moving average Autoregressive conditional heteroskedasticity Algebra Statistics Time series analysis		Testing for Seasonal Unit Roots Add to Reading List Source URL: www.ses.man.ac.uk Download Document from Source Website File Size: 971,80 KB Share Document on Facebook

	Nonlinear Processes in Geophysics, 12, 515–525, 2005 SRef-ID: npgEuropean Geosciences Union © 2005 Author(s). This work is licensed under a Creative Commons License. DocID: 1rftO - View Document
	Forecasting Daily and High-frequency Data M´elard, Guy Abstract Examples of high-frequency time series arise in many fields of applications, like daily sales in stores, energy consumptions by hours in office buildings, DocID: 1r48z - View Document
	ABOUT MANUSCRIPTS FOR IJ ITA DocID: 1r3dB - View Document
	WORKING WITH SAS ® DATE AND T IME FUNCTIONS Andrew H. Karp Sierra Information Services, Inc. San Francisco, California USA Introduction Many SAS® applications require that operations DocID: 1r0qV - View Document
	SSDBMEfficient In-Database Maintenance of ARIMA Models Technische Universität Dresden Database Technology Group DocID: 1qWv2 - View Document