文章基本信息
- 标题：Testing the assumption of Linearity
- 本地全文：下载
- 作者：Theodore Panagiotidis
- 期刊名称：Economics Bulletin
- 电子版ISSN：1545-2921
- 出版年度：2002
- 卷号：3
- 出版社：Economics Bulletin
- 摘要：The assumption of linearity is tested using five statistical tests for the US and the Canadian unemployment rates. An AR(p) model was used to remove any linear structure from the series. Strong evidence in favour of non-linearity was found in the case of Canada. The result for the US is not so clear cut.
- 关键词：non-linearity
