The sample autocorrelation function of \(I(1)\) processes (Q1324971)
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scientific article; zbMATH DE number 579243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sample autocorrelation function of \(I(1)\) processes |
scientific article; zbMATH DE number 579243 |
Statements
The sample autocorrelation function of \(I(1)\) processes (English)
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7 July 1994
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MA(1) processes
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moving average processes
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autoregressive processes
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autocorrelations
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sample autocorrelations
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Dickey-Fuller distribution
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AR(1) processes
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I(1) processes
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functional central limit theorem
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time series
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unit root tests
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autocorrelation estimators of higher lags
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0.8394618630409241
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0.8273447751998901
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0.8273447751998901
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0.8040775656700134
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0.7722068428993225
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