Identifying trend nature in time series using autocorrelation functions and stationarity tests
M. Boutahar and M. Royer-Carenzi
| Year of publication: |
2024
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|---|---|
| Authors: | Boutahar, Mohamed ; Royer-Carenzi, M. |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 14.2024, 1, p. 1-22
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| Subject: | autocorrelation functions | deterministic or stochastic trend | Dickey-Fuller | KPSS | OPP test | spurious unit root | stationarity | time series | trend detection | unit root tests | Statistische Methodenlehre | Statistical theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2024.135644 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062771