Tests for Seasonal Moving Average Unit Root in ARIMA Models
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1997.10474025
Reference31 articles.
1. Some tests for unit roots in seasonal time series with deterministic trends
2. TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
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