Unit root test

Results: 73



#Item
41Mathematics / 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

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2005-04-08 11:48:09
42Statistical tests / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Stationary process / Time series / Heteroscedasticity / Autoregressive model / Statistics / Time series analysis / Econometrics

The Effects of Seasonal Adjustment on Testing in Periodic Autoregressive Processes

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2004-02-04 05:17:25
43Seasonal adjustment / Seasonality / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Time series analysis / Statistics / Unit root

The Distribution of Unit Root Test Statistics after Seasonal Adjustment Tomás del Barrio Castro Department of Applied Economics University of the Balearic Islands Denise R. Osborn

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Source URL: www.socialsciences.manchester.ac.uk

Language: English - Date: 2014-04-09 04:33:01
44Dickey–Fuller test / Seasonality / Unit root / Autoregressive integrated moving average / Seasonal adjustment / Statistical hypothesis testing / Time series / T-statistic / Moving-average model / Statistics / Time series analysis / Augmented Dickey–Fuller test

On the strong-mixing assumption and seasonal adjustment: pitfall of unit root and cointegration tests

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Source URL: www.commerce.otago.ac.nz

Language: English - Date: 2006-06-05 12:17:06
45Statistical tests / Foreign exchange market / International economics / International finance / Augmented Dickey–Fuller test / Dickey–Fuller test / Unit root / Interest rate parity / Purchasing power parity / Statistics / Economics / Time series analysis

- economics letters Economics

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Source URL: people.ucsc.edu

Language: English - Date: 2007-07-30 14:39:35
46Square root / Polynomials / Mathematical fallacy / Square number / Imaginary unit / Nth root / Mathematics / Numbers / Elementary algebra

The Mathematics 11 Competency Test Simplification of Sums and Differences of Square Roots

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Source URL: commons.bcit.ca

Language: English - Date: 2014-05-26 15:55:36
47Unit root / KPSS test / Augmented Dickey–Fuller test / Persistence / Economic model / Autoregressive integrated moving average / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach - IJCB - March 2006

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Source URL: www.ijcb.org

Language: English - Date: 2006-03-08 12:27:24
48Statistical tests / Parametric statistics / Covariance and correlation / Cointegration / Unit root / Trend estimation / Dickey–Fuller test / F-test / Variance / Statistics / Time series analysis / Econometrics

Package ‘egcm’ July 2, 2014 Type Package Title Engle-Granger cointegration models Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 11:42:49
49Econometrics / Unit root / Dickey–Fuller test / Markov chain / Structural break / Cointegration / F-test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 683 September 2000

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Source URL: www.federalreserve.gov

Language: English - Date: 2000-10-02 09:38:08
50Mathematical finance / Cointegration / Unit root / Johansen test / Vector autoregression / Regression analysis / Statistical hypothesis testing / Economic model / Stationary process / Statistics / Time series analysis / Econometrics

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-01-17 10:48:13
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