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References

Dickey, D. A. (1976), "Estimation and Testing of Nonstationary Time Series," Unpublished Ph.D. Thesis, Iowa State University, Ames.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.

Fuller, W. A. (1976), Introduction to Statistical Time Series. New York: John Wiley.

Hamilton, J. D. (1994), Time Series Analysis, Princeton University Press: Princeton.

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.

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