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A new method of testing for a unit root in the INAR(1) model based on variances
Communications in Statistics - Simulation and Computation ( IF 0.8 ) Pub Date : 2020-07-06
Fuming Lin, Daimin Shi

We present a new method of testing for unit roots in the INAR(1) model based on estimated variances. We present detailed simulation evidence regarding the performance of the new test statistics that show that our method is more powerful than the Dickey–Fuller tests especially in nearly unit root circumstances. We evaluate the presence of a unit root in two empirical time series, namely, the number of schools for the blind, deaf, and the developmentally disabled people as well as the number of teachers in such schools. We find evidence of a unit root in either series.



中文翻译:

基于方差的INAR(1)模型中测试单位根的新方法

我们提出了一种基于估计方差的INAR(1)模型中用于测试单位根的新方法。我们提供了有关新测试统计数据性能的详细模拟证据,表明我们的方法比Dickey-Fuller测试更强大,尤其是在接近单位根的情况下。我们在两个经验时间序列中评估单位根的存在,即,盲人,聋人和发育障碍者的学校数量,以及此类学校的教师数量。我们发现任一系列中都有单位根的证据。

更新日期:2020-07-06
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