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: | Mohamed, Ibrahim, Zaharim, Azami, Yahya, Mohd. Sahar |
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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 |
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