root test

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root test

[′rüt ‚test]

(mathematics)

An infinite series of nonnegative terms a_nconverges if, after some term, the i th root of a_iis less than a fixed number smaller than 1.

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Infinite Series

References in periodicals archive ?

Unit Root test: Level of stability series expressed by Dickey and Fuller (1981) is defined by the Augmented Dickey Fuller (ADF) unit root test (Seddighi et al.

FORECASTING THE PRODUCTION OF GROUNDNUT IN TURKEY USING ARIMA MODEL

Afterwards we would also apply Pesaran CIPS (2007) unit root test for checking whether there prevails any cross-sectional dependence.

STOCK MARKET AND BANKING SECTOR: ARE THEY COMPLEMENTARY FOR ECONOMIC GROWTH IN LOW HUMAN DEVELOPED ECONOMY?

Fort his analysis Carrion-i Silvestre unit root test was used in the research.

Time varying causality between gold and oil prices

The Zivot and Andrews (ZA) unit root test indicates sensitivity to structural breaks (a) in the intercept, (b) in the intercept and trend.

The sustainability of Italian public debt and deficit

1999), Papadopoulous and Sidiropoulos ( 1999), and Jha and Sharma (2004) employ the ZA (1992) unit root test, while the latter two studies apply the Gregory and Hansen (1996) cointegration test.

The behavior of U.S. public debt and deficits during the Global financial crisis

Subsequently, the first undertaking in this empirical analysis is to implement unit root test in order to recognize whether the study time series are stationary or non-stationary.

Tax Revenue and Gross Capital An Empirical Analysis for Malaysia

Unit root test (to test the stationarity of the sample currencies against USD),

Long memory features and relationship stability of Asia-Pacific currencies against USD

2002) makes use of a time series approach, utilizing a minimum Lagrange multiplier unit root test which endogenously determines two structural breaks in level and trend.

Convergence of per capita income: the case of U.S. metropolitan statistical areas

Therefore, the IPS, Fisher-ADF and Fisher-PP these three kinds of unit root test method, in order to avoid the single method of test for defects.

Research on the regional differences of financial agglomeration and economic growth based on data mining

The tests conducted are Zivot Andrews (1992) unit root test (ZV), Perron (1989) unit root test (P) and Lumsdaine-Papell (1997) Unit root test (LP).

Gasto publico y deficit fiscal en Espana (1958-2014)

The unit root test at level using Dickey-Fuller test showed that all results were non-stationary and the same test on first difference presents all variables were stationary.

Factors Affecting Performance of Stock Market - A Vector Autoregressive Analysis (A Case of Pakistan from 2000 to 2014)

6 First, we diagnose if the inflation series has infinite persistence7 using Phillips-Perron unit root test.