Moving average filters and periodic integration
January 1995
Article
pp 251-255.
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Keywords
Automatically Extracted Terms
- time series
- series
- filter
- process
- trend
- unit roots
- paap / mathematics
- franse
- result
- simulation
- model
- econom
- n trends
- cointegration
- season
- unit root
- r time series
- r process
- nonseasonal unit root
- monte carlo exercises
