Abstract in English

References used

BERA, A.K. and Jarque .C.M.(1981), "An efficient large Sample test for normality of observations and regression residuals ", Working paper in Econometrics No 40,Australion National university, Canberra
Box, G. E. P. and Jenkins, G. M. (1976). Time Series Analysis Forecasting and Control, 2nd ed., Holden-Day, San Francisco
Dickey D. and Fuller W.(1979), " Distribution of the estimators for Autoregressive Time Series With a unit Root ", Journal of the American Statistical Association, n74: pp .427-431
Dickey D. and Fuller W.(1981) 'The likelihood Ratio Statistics for Autoregressive Time Series With a unit Root", Econometrica ,n49: pp .1057-1072

Download