| Titre | Tests de racine unité et stationnarisation des séries non stationnaires, présentation générale et application au cas des séries agricoles | |
|---|---|---|
| Auteur | Christophe Tavéra | |
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Revue | Economie et prévision |
| Numéro | no 99, 1991/3 | |
| Rubrique / Thématique | Analyses conjoncturelles |
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| Page | 67-80 | |
| Résumé anglais |
Root unit and transformation of non-stationary series: General Presentation and Application to the Agricultural Series,
by Christophe Tavéra.
Many agricultural studies use time-series models which require that data series must first be made stationary. The problem is that choosing an inappropriate transformation can lead to drastic empirical problems and bias estimated results. In this paper, we present the problems frequently encountered when using tests for stationarity around a deterministic time trend against first-difference stationarity. Both seasonal and non-seasonal cases are treated. These tests are then applied to several agricultural types of price and volume data series. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1991_num_99_3_5242 |
