The Order of Differencing in ARIMA Models (Q3219617)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Order of Differencing in ARIMA Models |
scientific article |
Statements
1984
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ARIMA models
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Lagrange multiplier test
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testing for order of differencing
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unit roots
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nonstationarity
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functionals of Brownian motion
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critical points
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The Order of Differencing in ARIMA Models (English)
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