Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - 2009
testing procedure. With respect to the
firststep,i.e. thetestingforthepresenceofoutliersinI(1)variables,Shinetal.
(1996 … testing for unit roots, this has been considered
by Franses and Haldrup (1994), Haldrup et al. (2005), Shin et al. (1996) and … before we conclude.
2 Testing for additive outliers in integrated time
series
Consider the univariate seasonal process …