SAS Macros and Functions


References

  • Bhargava, A. (1986). “On the Theory of Testing for Unit Roots in Observed Time Series.” Review of Economic Studies 53:369–384.

  • Dickey, D. A. (1976). Estimation and Testing of Nonstationary Time Series. Ph.D. diss., Iowa State University.

  • Dickey, D. A., and Fuller, W. A. (1979). “Distribution of the Estimators 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 Corporation (2000). Microsoft Excel 2000 Online Help. Microsoft, Redmond, WA.

  • Pankratz, A. (1983). Forecasting with Univariate Box-Jenkins Models: Concepts and Cases. New York: John Wiley & Sons.

  • 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.