A QUICK TEST FOR SERIAL-CORRELATION SUITABLE FOR USE WITH NON-STATIONARY TIME-SERIES

被引：7

作者：

GRANGER, CWJ

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1963年 / 58卷 / 303期

关键词：

D O I：

10.2307/2282721

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：728 / &

共 13 条

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[8]

GRANGER CWJ, TO BE PUBLISHED

[9]

QUENOUILLE MH, 1952, BUTTERWORTHS SCIENTI

[10]

Sheppard W., 1899, PHILOS T R SOC A, V192, P101, DOI DOI 10.1098/RSTA.1899.0003

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