- Testing for unit roots in autoregressive-moving average models of unknown order
1984/01/01 by SAID E. SAID, Saïd E. Saïd, DAVID A. DICKEY +1 · 82 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Augmented Dickey–Fuller test #Autoregressive integrated moving average #Autoregressive model #Autoregressive–moving-average model #Cointegration #Econometrics #Financial Risk and Volatility Modeling #Mathematics #Monetary Policy and Economic Impact #Moving average #Moving-average model #SETAR #STAR model #Series (stratigraphy) #Statistic #Statistical hypothesis testing #Statistics #Test statistic #Time series #Unit root #Unit root test