A Tukey Nonadditivity-Type Test for Time Series Nonlinearity

• 1 April 1985
• journal article
• Published by JSTOR in Biometrika
• Vol. 72  (1) , 39
• https://doi.org/10.2307/2336333

Abstract

Keywords

• TIME SERIES
• TUKEY NONADDITIVITY
• NONADDITIVITY TYPE
• SERIES NONLINEARITY
• TYPE TEST