Testing for linear trend with application to relative primary commodity prices

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

doi:10.1111/1467-9892.00321

Testing for linear trend with application to relative primary commodity prices

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

Department of Economics

Research output: Contribution to journal › Article › peer-review

37 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 language	English
Pages (from-to)	539-551
Number of pages	13
Journal	Journal of Time Series Analysis
Volume	24
Issue number	5
DOIs	https://doi.org/10.1111/1467-9892.00321
Publication status	Published - 2003 Sept

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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Testing for linear trend with application to relative primary commodity prices

Abstract

All Science Journal Classification (ASJC) codes

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