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
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
Journal title :
Economics Letters