Identifying
trends nature in time series using autocorrelation functions and stationarity
tests
International Journal of
Economics and Econometrics, vol. 14, n°1 (2024) pp.1-22
M. Boutahar
and M. Royer Carenzi
R Code :
Autocorrelation function with global test and Sidack
correction
Unit root test with OPP test
Trend diagnosis between (detT,1) (detT,2) (stoT,1) and (stoT,2) models
Example of trend.diag.tests use
Trend diagnosis between (detT,d)
and (stoT,d) models
Example of trend.diag.high use
Data and associated scripts :
Auxiliary functions for data stydy
Money Stock in USa
CO2 atmospheric
Information
criteria for all processes SARMA(p,q)(P,Q)[12]
with p,q<3
NA means
that R function Arima() from package forecast did not
converge