✦ LIBER ✦

Hypothesis Testing in ARIMA(p, 1, q) Models

✍ Scribed by Said E. Said and David A. Dickey

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Identification and hypothesis testing on

✍ Hongye Gao 📂 Article 📅 1989 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 593 KB

A GENERALIZED VARIANCE RATIO TEST OF ARI

✍ John P. Miller; Paul Newbold 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 506 KB

Unit root tests for ARIMA(0, 1, q) model

✍ Dong Wan Shin; Sahadeb Sarkar 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 418 KB

Hypothesis testing in path models

✍ J Miller McPherson; Cliff J Huang 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 618 KB

Test for Parameter Change in ARIMA Model

✍ Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 179 KB

Testing for a unit root under the altern

✍ Halkos, George E.; Kevork, Ilias S. 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 469 KB