A Note on Seasonal Unit Root Tests

被引：0
|
作者：
Olivier Darné
Claude Diebolt
机构：
[1] LAMETA/CNRS,Faculté des Sciences Economiques
[2] Université Montpellier I,undefined
来源：
Quality and Quantity | 2002年 / 36卷
关键词：
deterministic and stochastic fluctuations; seasonality; seasonal unit root tests; time series models;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The seasonal unit root tests make it possible to determine the nature of the deterministic and stochastic seasonal fluctuations. In Section 2, we define the main seasonal time series models and the seasonal integration notion. Section 3 describes the HEGY test procedure.
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页码：305 / 310
页数：5
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