Content deleted Content added
COI / selfref Tag: Reverted |
I agree with the previous edit. But I looked up and the test seems to be popular too, and scientists do refer to this as "Sargan-Barghala" test. I'm adding a secondary source here (previous one was a primary source, thus not a good one), and giving this particular test less space in the text. Feel free to revert if this does not address the complaints raised on previous edit. Tag: Reverted |
||
Line 24:
* [[KPSS test]] (in which the null hypothesis is [[Trend-stationary process|trend stationarity]] rather than the presence of a [[Stationary process|unit root]])
* [[ADF-GLS test]]
* Sargan-Barghava test<ref>{{cite journal|author1=Elliott, G.|author2=Rothenberg, T. J.|author3=Stock, J. H.|year=1992|title=Efficient tests for an autoregressive unit root|journal=National Bureau of Economic Research}}</ref>
* [[Zivot–Andrews test]]
Unit root tests are closely linked to [[Autocorrelation|serial correlation]] tests. However, while all processes with a unit root will exhibit serial correlation, not all serially correlated time series will have a unit root. Popular serial correlation tests include:
| |||