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See Chapter 7, "The ARIMA Procedure," for more information on Dickey-Fuller unit root tests. The most popular way to transform a nonstationary series to stationarity is by differencing. Differencing ...
Current Differencing Transconductance Amplifier (CDTA): A device that converts differential input currents into an output current proportional to a transconductance parameter, utilised in various ...
One way of handling nonstationarity in time series is to compute first differences and fit a model to the differenced series unless the differenced series also looks nonstationary. In that case, ...
To compute lags at a lagging period greater than 1, add the lag length to the end of the LAG keyword to specify the lagging function needed. For example, the LAG2 function returns the value of its ...
Mehmet Balcilar, Rangan Gupta, Charl Jooste, ANALYZING SOUTH AFRICA'S INFLATION PERSISTENCE USING AN ARFIMA MODEL WITH MARKOV-SWITCHING FRACTIONAL DIFFERENCING PARAMETER, The Journal of Developing ...
Current differencing transconductance amplifiers (CDTAs) provide a versatile platform for signal processing in contemporary integrated circuits. By converting differential input currents into ...