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I look for a procedure to calculate the Fisher statistics Fper or LR to test for periodic integration of quarterly time series
.A test method was developed by Boswijk and Franses (1996) journal of time series
thank you
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- Sat Apr 18, 2015 4:00 pm
- Forum: Looking for Code?
- Topic: Periodic cointegration
- Replies: 0
- Views: 3722
Periodic cointegration
I look for a procedure to calculate the Fisher statistics Fper or LR to test for periodic integration of quarterly time series
.A test method was developed by Boswijk and Franses (1996) journal of time series
thank you