Listar por tema "Monte Carlo analysis"
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Testing for a unit root under the alternative hypothesis of ARIMA (0, 2, 1)
(2007)Showing a dual relationship between ARIMA (0, 2, 1) with parameter θ = -1 and the random walk, a new alternative hypothesis in the form of ARIMA (0, 2,) is established in this article for evaluating unit root tests. The ...