Computational Statistics & Data Analysis · 2007 · 24 citations · 18 references
ComputingBiostatisticsMathematicsFinancial EconometricsForecastingTime Series AnalysisModel SelectionState-space ModelsTime Series EconometricsTime Series ForecastingTime Series ModelingTime Series PredictionArima ModelsAutoregressive ModelsModel IdentificationModel Selection For ForecastingStatistical Time Series Models
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R: A Language and Environment for Statistical Computing
R Core Team · 2000 · 353K citations · Full text
Natural Sciences, Computer Science, Statistical Computing +10
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations