Title English:
Phillips-Perron unit root test
Definition English:
In statistics, the Phillips–Perron test (named after Peter C. B. Phillips and Pierre Perron) is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is integrated of order.
Title Arabic:
إختبار فيليبس-بيرون بجذور الوحدات
المجال الأحصائي:
Statistics
الموضوع:
Economic Statistics
InformationType:
Term
SourceSymbol:
Language staff
Link: