• Title of article

    Unit roots tests and SARIMA models

  • Author/Authors

    Barthélémy، نويسنده , , Fabrice; Lubrano، نويسنده , , Michel ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    8
  • From page
    147
  • To page
    154
  • Abstract
    Differencing at order 1 removes the stochastic trend, and differencing at seasonal order s removes the seasonal peaks. We propose a joint unit root test at order 1 and at order s, and tabulation for this test.
  • Keywords
    Unit root tests , SARIMA model , Seasonality
  • Journal title
    Economics Letters
  • Serial Year
    1996
  • Journal title
    Economics Letters
  • Record number

    434044

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434044