The Order of Differencing in ARIMA Models
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1984.10477111
Reference13 articles.
1. The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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