Bhargava, A. (1986), "On the Theory of Testing for Unit Roots in Observed Time Series", The Review of Economic Studies, 53, 369-384.
Dickey, D. A. (1976), "Estimation and Testing of Nonstationary Time Series," Unpublished Ph.D. Thesis, Iowa State University, Ames.
Dickey, D. A. and Fuller, W. A. (1979), "Distribution of the Estimation for Autoregressive Time Series with a Unit Root," Journal of the American Statistical Association, 74, 427-431.
Dickey, D. A., Hasza, D. P., and Fuller, W. A. (1984), "Testing for Unit Roots in Seasonal Time Series," Journal of the American Statistical Association, 79, 355-367.
Hamilton, J. D. (1994), Time Series Analysis, Princeton, NJ: Princeton University Press.
Microsoft Excel 2000 Online Help, Redmond, WA: Microsoft Corp.
Pankratz, A. (1983), Forecasting with Univariate Box-Jenkins Models: Concepts and Cases. New York: John Wiley.
Said, S. E. and Dickey, D. A. (1984), "Testing for Unit Roots in ARMA Models of Unknown Order," Biometrika, 71, 599-607.
Taylor, J. M. G. (1986) "The Retransformed Mean After a Fitted Power Transformation," Journal of the American Statistical Association, 81, 114-118.