Determining the order of differencing in autoregressive processes

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Bibliographic Details
Published inJournal of business & economic statistics Vol. 20; no. 1; pp. 18 - 24
Main Authors Dickey, David A, Pantula, Sastry G
Format Journal Article
LanguageEnglish
Published 01.01.2001
Subjects
Difference
Regression analysis
Statistical methods
Statistics
Time series
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Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
content type line 23
ObjectType-Feature-1
ISSN:0735-0015