The effects of temporal aggregation on t
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Paulo Teles; William W.S Wei
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Article
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2000
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Elsevier Science
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English
โ 158 KB
Time-series aggregates are often used in performing tests for departure from linearity. In this paper, we study the e ects of temporal aggregation on testing for linearity, basing our analysis on both time-and frequency-domain tests. The results show that temporal aggregation weakens nonlinearity an