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- ADF-GLS_test abstract "In statistics and econometrics, the ADF-GLS test (or DF-GLS test) is a test for a unit root in an economic time series sample. It was developed by Elliott, Rothenberg and Stock (ERS) in 1992 as a modification of the augmented Dickey–Fuller test (ADF).A unit root test determines whether a time series variable is non-stationary using an autoregressive model. For series featuring deterministic components in the form of a constant or a linear trend then ERS developed an asymptotically point optimal test to detect a unit root. This testing procedure dominates other existing unit root tests in terms of power. It locally de-trends (de-means) data series to efficiently estimate the deterministic parameters of the series, and use the transformed data to perform a usual ADF unit root test. This procedure helps to remove the means and linear trends for series that are not far from the non-stationary region.".
- ADF-GLS_test wikiPageExternalLink abstract.
- ADF-GLS_test wikiPageID "37048590".
- ADF-GLS_test wikiPageLength "3262".
- ADF-GLS_test wikiPageOutDegree "8".
- ADF-GLS_test wikiPageRevisionID "671983831".
- ADF-GLS_test wikiPageWikiLink Augmented_Dickey–Fuller_test.
- ADF-GLS_test wikiPageWikiLink Category:Econometrics.
- ADF-GLS_test wikiPageWikiLink Category:Statistical_tests.
- ADF-GLS_test wikiPageWikiLink Category:Time_series_analysis.
- ADF-GLS_test wikiPageWikiLink Econometrics.
- ADF-GLS_test wikiPageWikiLink Statistics.
- ADF-GLS_test wikiPageWikiLink Time_series.
- ADF-GLS_test wikiPageWikiLink Unit_root.
- ADF-GLS_test wikiPageWikiLinkText "ADF-GLS test".
- ADF-GLS_test wikiPageUsesTemplate Template:Reflist.
- ADF-GLS_test subject Category:Econometrics.
- ADF-GLS_test subject Category:Statistical_tests.
- ADF-GLS_test subject Category:Time_series_analysis.
- ADF-GLS_test hypernym Test.
- ADF-GLS_test type Cricketer.
- ADF-GLS_test comment "In statistics and econometrics, the ADF-GLS test (or DF-GLS test) is a test for a unit root in an economic time series sample. It was developed by Elliott, Rothenberg and Stock (ERS) in 1992 as a modification of the augmented Dickey–Fuller test (ADF).A unit root test determines whether a time series variable is non-stationary using an autoregressive model.".
- ADF-GLS_test label "ADF-GLS test".
- ADF-GLS_test sameAs Q22666683.
- ADF-GLS_test sameAs ADF-GLS検定.
- ADF-GLS_test sameAs m.012r7yhv.
- ADF-GLS_test sameAs Q22666683.
- ADF-GLS_test wasDerivedFrom ADF-GLS_test?oldid=671983831.
- ADF-GLS_test isPrimaryTopicOf ADF-GLS_test.