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Determining the Order of Differencing in Seasonal Time Series Processes

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  • Philip Hans Franses
  • Robert Taylor

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Paper provided by Department of Economics, University of York in its series Discussion Papers with number 97/9.

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Handle: RePEc:yor:yorken:97/9

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Postal: Department of Economics and Related Studies, University of York, York, YO10 5DD, United Kingdom
Phone: (0)1904 323776
Fax: (0)1904 323759
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Web page: http://www.york.ac.uk/economics/
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Cited by:
  1. Antônio Aguirre & Andreu Sansó, 1999. "Using different null hypotheses to test for seasonal unit roots in economic time series," Textos para Discussão Cedeplar-UFMG td124, Cedeplar, Universidade Federal de Minas Gerais.

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