Testing for linear trend with application to relative primary commodity prices

Tae Hwan Kim, Stephan Pfaffenzeller, Tony Rayner, Paul Newbold

Research output: Contribution to journalArticle

30 Citations (Scopus)

Abstract

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices.

Original languageEnglish
Pages (from-to)539-551
Number of pages13
JournalJournal of Time Series Analysis
Volume24
Issue number5
DOIs
Publication statusPublished - 2003 Sep

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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