Nonlinearity Tests For Bilinear Time Series Data
This Paper Discusses Two Nonlinearity Tests In Time Series Analysis, Which Are The Keenan’s Test And F-Test. The Tests Are Based On Time Domain Approach And Are Computationally Less Complex Than The Frequency Domain Approach. Both Tests Are Especially Suitable For Data Generated From Bilinear Mod...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2005
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| Subjects: | |
| Online Access: | http://eprints.utm.my/1791/1/JTJUN42C1.pdf |