Unit root analysis

2020 ◽  
Author(s):  
Steve Cook
Keyword(s):  
Unit Root ◽  
Root Analysis

Algebra of Integrated Time Series: Evidence from Unit Root Analysis

2015 ◽  
Author(s):  
Hari S. Luitel ◽  
Gerry J. Mahar
Keyword(s):  
Time Series ◽  
Unit Root ◽  
Root Analysis ◽  
Integrated Time Series

ARIMA approach to the unit root analysis of macro economic time series

1997 ◽  
Vol 43 (3-6) ◽  
pp. 395-403 ◽  
Author(s):  
Kimio Morimune ◽  
Kenji Miyazaki
Keyword(s):  
Time Series ◽  
Unit Root ◽  
Economic Time Series ◽  
Economic Time ◽  
Root Analysis

Characterizing the urban temperature trend using seasonal unit root analysis: Hong Kong from 1970 to 2015

2016 ◽  
Vol 33 (12) ◽  
pp. 1376-1385 ◽  
Author(s):  
Wai-Ming To ◽  
Tat-Wai Yu
Keyword(s):  
Hong Kong ◽  
Unit Root ◽  
Temperature Trend ◽  
Root Analysis

scholarly journals Practical Unit-Root Analysis Using Information Criteria: Simulation Evidence

2007 ◽  
Vol 6 (1) ◽  
pp. 258-264
Author(s):  
Kosei Fukuda
Keyword(s):  
Unit Root ◽  
Information Criteria ◽  
Root Analysis

scholarly journals ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES

1997 ◽  
Vol 27 (1) ◽  
pp. 1-18
Author(s):  
Kimio Morimune ◽  
Kenji Miyazaki
Keyword(s):  
Unit Root ◽  
Economic Variables ◽  
Root Analysis

scholarly journals Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions

2014 ◽  
Vol 46 (34) ◽  
pp. 4218-4230 ◽  
Author(s):  
A. Montañés ◽  
L. Olmos
Keyword(s):  
Unit Root ◽  
Spanish Regions ◽  
Root Analysis

scholarly journals Unit Root Analysis Method of Actual Crack Behavior of the Concrete Dam Based on Residuals of the Monitoring Model

2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Bo Xu ◽  
Zhanchao Li ◽  
Jinlei Zhao
Keyword(s):  
Unit Root ◽  
Monitoring Data ◽  
Estimation Methods ◽  
Analysis Method ◽  
Concrete Dam ◽  
Monitoring Model ◽  
Crack Behavior ◽  
Autoregression Model ◽  
Root Analysis ◽  
Behavior Based

Analysis on the actual crack behavior is of important significance to evaluate safety of the concrete dam. In this paper, mainly based on the research status on cracks of the concrete dam, the unit root analysis method of actual crack behavior of concrete dam is proposed based on the monitoring data and autoregression model, aiming to enrich the analysis methods of crack behavior of concrete dam and deepen the understanding of crack behavior of concrete dam. Firstly, the feasibility of analyzing actual crack behavior based on residual sequence of the crack opening displacement monitoring model is discussed. Next, the basic principle of the unit root analysis method of crack behavior is elaborated and the unit root analysis method of actual crack behavior is established by studying prior conditions of the autoregression model and parameter estimation methods of the autoregression model, as well as determination criteria of the model order. Finally, the proposed unit root analysis method of actual crack behavior is applied to analyze monitoring data of a concrete gravity-arch dam. The result shows that the unit root analysis method of actual crack behavior is relatively simple and convenient in practical application, which is an available method to evaluate crack behavior based on data in dam health monitoring.

scholarly journals Unit Root Analysis of Traffic Time Series in Toll Highways

2012 ◽  
Vol 6 (12) ◽  
Author(s):  
Antonio Sánchez Soliño ◽  
Antonio L. Lara Galera
Keyword(s):  
Time Series ◽  
Unit Root ◽  
Traffic Time Series ◽  
Root Analysis
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