Determining the Order of Differencing in Autoregressive...

Determining the Order of Differencing in Autoregressive Processes

David A. Dickey and Sastry G. Pantula
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Volume:
5
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1391997
Date:
October, 1987
File:
PDF, 242 KB
english, 1987
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