A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL...

Journal of Time Series Analysis 1995 Vol. 16; Iss. 4

A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION

John P. Miller, Paul Newbold
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Volume:
16
Year:
1995
Language:
english
Pages:
11
DOI:
10.1111/j.1467-9892.1995.tb00242.x
File:
PDF, 506 KB
english, 1995
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