TESTING FOR DETERMINISTIC TREND AND SEASONAL COMPONENTS IN TIME-SERIES MODELS

被引：24

作者：

FRANZINI, L

HARVEY, AC

机构：

来源：

关键词：

D O I：

10.1093/biomet/70.3.673

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：673 / 682

页数：10

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[6]

HARVEY AC, 1983, UNPUB J BUS EC STATI, V1

[7]

Harvey AC., 1981, TIME SERIES MODELS

[8] COMPUTING DISTRIBUTION OF QUADRATIC FORMS IN NORMAL VARIABLES [J].

IMHOF, JP .

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[10]

Kitagawa G., 1981, Journal of Time Series Analysis, V2, P103, DOI 10.1111/j.1467-9892.1981.tb00316.x