RANDOM OR DETERMINISTIC TREND: A NEW TEST BASED ON THE TRADITIONAL THEORY TENDENCIA ALEATORIA O DETERMINÍSTICA: UNA NUEVA PRUEBA BASADA EN LA TEORÍA TRADICIONAL
Several procedures to test the null hypothesis on the random or deterministic origin of the trend in a time series are found in the specialized literature. Most of these tests are based on the analysis of the unit roots of the autoregressive or moving average operators. The procedures are based on t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Universidad Nacional de Colombia
2009-11-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.revistas.unal.edu.co/index.php/estad/article/view/29774 |