Determining the order of differencing in autoregressive processes

David A. Dickey and Sastry G. Pantula

Year of publication:	2002
Authors:	Dickey, David A. ; Pantula, Sastry G.
Published in:	Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 1, p. 18-24
Subject:	Einheitswurzeltest \| Unit root test \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Autokorrelation \| Autocorrelation

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