Stationarity condition for AR index process
Econometric Theory, ISSN: 0266-4666, Vol: 22, Issue: 1, Page: 164-168
2006
- 1Citations
- 347Usage
Metric Options: Counts1 Year3 YearSelecting the 1-year or 3-year option will change the metrics count to percentiles, illustrating how an article or review compares to other articles or reviews within the selected time period in the same journal. Selecting the 1-year option compares the metrics against other articles/reviews that were also published in the same calendar year. Selecting the 3-year option compares the metrics against other articles/reviews that were also published in the same calendar year plus the two years prior.
Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Metrics Details
- Citations1
- Citation Indexes1
- CrossRef1
- Usage347
- Downloads331
- Abstract Views16
Article Description
The stationarity conditions for an autoregressive (AR) process in general are reduced to a remarkably simple inequality if the lag coefficients are restricted to be identical. The condition is not only analytically elegant but also applicable in checking the validity of the stationarity conditions for such a restricted AR process of any order. © 2006 Cambridge University Press.
Bibliographic Details
http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=33644892762&origin=inward; http://dx.doi.org/10.1017/s0266466606060075; http://www.journals.cambridge.org/abstract_S0266466606060075; https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0266466606060075; https://digitalcommons.tacoma.uw.edu/business_pub/1; https://digitalcommons.tacoma.uw.edu/cgi/viewcontent.cgi?article=1001&context=business_pub
Cambridge University Press (CUP)
Provide Feedback
Have ideas for a new metric? Would you like to see something else here?Let us know