Distribution of the estimators for autoregressive time series with a unit root

Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366), 427-431.

Type

Journal article

Intellectual base

Primary research

Year

1979

Volume

74

Issue

366

Pages

427-431

DOI registrant

registered by a platform that did not publish the work; the publisher is not recorded

Link

https://doi.org/10.2307/2286348matched

Cited from

statistics_experimental_design

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Stationarity
  • Spectral analysis, autocorrelation functions, and formal unit-root tests (Augmented Dickey-Fuller, KPSS, Phillips-Perron) provide concrete tools for making this assessment operational

    This sourceDickey-Fuller ADF test unit-root stationarity diagnostic.

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