Comparison of Some Tests on Non-Stationary Gaussian AR (1) (A Simulation Study)

Section: Article
Issue
Vol. 7 No. 2 (2007): Volume 7 Issue 2
Published
Dec 1, 2007
Pages
1-33

Abstract

A condense study was done on non-stationary Gaussian AR(1), concerning testing the stationarity, the unit root and deterministic trend model . A proposed test was given and a comparison was done using where some new results are obtained.

Author

عبدالمجيد حمزة الناصر

Identifiers

https://doi.org/10.33899/iqjoss.2007.031710
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How to Cite

حمزة الناصر ع. (2007). Comparison of Some Tests on Non-Stationary Gaussian AR (1) (A Simulation Study). IRAQI JOURNAL OF STATISTICAL SCIENCES, 7(2), 1–33. https://doi.org/10.33899/iqjoss.2007.031710