A note on the application of the DF test to seasonal data
AbstractIn this note the application of the Dickey and Fuller test procedure to seasonal unadjusted data is discussed. In particular, two alternative forms of employing the test are examined and contrasted, as well as, potential problems highlighted.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 47 (2000)
Issue (Month): 2 (April)
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0402007, EconWPA, revised 18 Mar 2004.
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