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单变量时间序列二阶差分的对称检验
A test for the null hypothesis that a time series has characteristic equations with two unit roots is presented. The test, based on a standard regression computation, is shown to have good power properties when compared to previously existing tests.
季节性时间序列的单位根检验
Regression estimators of coefficients in seasonal autoregressive models are described. The percentiles of the distributions for time series that have unit roots at the seasonal lag are computed by Monte Carlo integration for finite samples and by analytic techniques and Monte Carlo integration for the limit case. The tabled distributions may be used to test the hypothesis that a time series has a seasonal unit root.