Time Series Models, Unit Roots, and Cointegration: An Introduction

Stevans, Lonnie

doi:10.2139/ssrn.1767999

Abstract

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Time Series Models, Unit Roots, and Cointegration: An Introduction

Lonnie K. Stevans

Hofstra University - Frank G. Zarb School of Business

November 15, 2012

Abstract:
This is a concise review of time series including unit roots and cointegration analysis.

Number of Pages in PDF File: 44

Keywords: Unit Root, Cointegration, Nonstationarity, Autocorrelation, ARIMA Models

JEL Classification: A10, A23

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Date posted: February 24, 2011 ; Last revised: November 15, 2012

Suggested Citation

Stevans, Lonnie K., Time Series Models, Unit Roots, and Cointegration: An Introduction (November 15, 2012). Available at SSRN: http://ssrn.com/abstract=1767999 or http://dx.doi.org/10.2139/ssrn.1767999

Contact Information

Lonnie K. Stevans (Contact Author)

Hofstra University - Frank G. Zarb School of Business ( email )

Department of IT/QM
134 Hofstra University
Hempstead, NY 11549
United States
516-463-5375 (Phone)

HOME PAGE: http://www.lonniestevans.com