Further Considerations

Part of the Use R! book series (USE R)

In Chapter 5, various unit root tests were introduced and compared with each other. This chapter deals with two further topics. First, the case of structural breaks in a time series and how this affects the inference about the degree of integratedness is considered. Second, the issue of seasonal unit roots is discussed, as it was only briefly touched on in Section 3.2.


Unit Root Structural Break Unit Root Test Test Regression Nominal Wage 
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© Springer Science+Business Media, LLC 2008

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