A visual test for a unit root: Geary's count of sign changes revisited
作者： Patrick Honohan , R. C. Geary
DOI:
关键词: Square root 、 Sign (mathematics) 、 Series (mathematics) 、 Mathematics 、 Sample size determination 、 Unit root 、 Context (language use) 、 Visual test 、 Statistics
摘要: Prompted by Geary's (1970) suggestion in a different context, the stationarity of plotted time series can be assessed simply counting number times plot crosses trend line linking first and last observations. The 95 per cent critical value is conveniently approximated twice square root sample size. Despite its simplicity, test has surprisingly good power.
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