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Testing for Linear Trend with Application to Relative Primary Commodity Prices

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  • Tae‐Hwan Kim
  • Stephan Pfaffenzeller
  • Tony Rayner
  • Paul Newbold

Abstract

. Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices.

Suggested Citation

  • Tae‐Hwan Kim & Stephan Pfaffenzeller & Tony Rayner & Paul Newbold, 2003. "Testing for Linear Trend with Application to Relative Primary Commodity Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(5), pages 539-551, September.
    • Handle: RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551
    DOI: 10.1111/1467-9892.00321
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    References listed on IDEAS

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