A simple multiple variance ratio test (Q1260679)
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scientific article; zbMATH DE number 370491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple multiple variance ratio test |
scientific article; zbMATH DE number 370491 |
Statements
A simple multiple variance ratio test (English)
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25 August 1993
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random walk hypotheses
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stationary alternatives
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large Type I errors
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testing multiple variance ratios
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Monte Carlo results
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unit root tests
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stationary AR(1) alternative
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ARIMA(1,1,1)
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ARIMA(1,1,0)
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