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- W185469148 abstract "sts15 Tests for stationarity of a time series Christopher F. Baum, Boston College, baum@bc.edu Abstract: Implements the Elliott–Rothenberg–Stock (1996) DF-GLS test and the Kwiatkowski–Phillips–Schmidt–Shin (1992) KPSS tests for stationarity of a time series. The DF-GLS test is an improved version of the augmented Dickey–Fuller test. The KPSS test has a null hypothesis of stationarity and may be employed in conjunction with the DF-GLS test to detect long memory (fractional integration)." @default.
- W185469148 created "2016-06-24" @default.
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- W185469148 date "2000-01-01" @default.
- W185469148 modified "2023-09-27" @default.
- W185469148 title "sts15 Tests for stationarity of a time series" @default.
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