Unit roots tests and SARIMA models

DOI10.1016/0165-1765(95)00734-2zbMath0875.62599OpenAlexW1976070432MaRDI QIDQ1351709

Michel Lubrano, Fabrice Barthélémy

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00734-2

zbMATH Keywords

SARIMA modelSeasonalityUnit root tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (1)

On the distributions of augmented Dickey-Fuller statistics in processes with moving average components

Cites Work

• Unnamed Item
• Seasonal integration and cointegration
• Testing for Unit Roots in Seasonal Time Series

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