SAS Macros and Functions


References

  • Bhargava, A. (1986), “On the Theory of Testing for Unit Roots in Observed Time Series,” Review of Economic Studies, 53, 369–384.

  • Dickey, D. A. (1976), Estimation and Testing of Nonstationary Time Series, Ph.D. diss., Iowa State University.

  • Dickey, D. A. and Fuller, W. A. (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root,” Journal of the American Statistical Association, 74, 427–431.

  • Dickey, D. A., Hasza, D. P., and Fuller, W. A. (1984), “Testing for Unit Roots in Seasonal Time Series,” Journal of the American Statistical Association, 79, 355–367.

  • Hamilton, J. D. (1994), Time Series Analysis, Princeton, NJ: Princeton University Press.

  • Microsoft Corporation (2000), Microsoft Excel 2000 Online Help, Microsoft, Redmond, WA.

  • Pankratz, A. (1983), Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, New York: John Wiley & Sons.

  • Said, S. E. and Dickey, D. A. (1984), “Testing for Unit Roots in ARMA Models of Unknown Order,” Biometrika, 71, 599–607.

  • Taylor, J. M. G. (1986), “The Retransformed Mean after a Fitted Power Transformation,” Journal of the American Statistical Association, 81, 114–118.