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• W2043680464 abstract "Time-series aggregates are often used in performing tests for departure from linearity. In this paper, we study the effects of temporal aggregation on testing for linearity, basing our analysis on both time- and frequency-domain tests. The results show that temporal aggregation weakens nonlinearity and reduces the power of the tests. The impact is severe. The use of aggregate data greatly hampers the detection of the nonlinear nature of the process." @default.
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• W2043680464 date "2000-07-01" @default.
• W2043680464 modified "2023-09-23" @default.
• W2043680464 title "The effects of temporal aggregation on tests of linearity of a time series" @default.
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• W2043680464 doi "https://doi.org/10.1016/s0167-9473(99)00072-9" @default.
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