TARA: A visual test for a unit root: Geary's count of sign changes revisited

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Please use this identifier to cite or link to this item: http://hdl.handle.net/2262/64769

Title:	A visual test for a unit root: Geary's count of sign changes revisited
Author:	Honohan, Patrick Geary, R. C.
Keywords:	Unit roots Count of sign Statistical methods
Issue Date:	1996
Publisher:	Economic & Social Research Institute
Citation:	Honohan, Patrick. 'A visual test for a unit root: Geary's count of sign changes revisited'. - Economic & Social Review, Vol. 27, No. 2, January, 1996, pp. 181-186, Dublin: Economic & Social Research Institute
Abstract:	Prompted by Geary's (1970) suggestion in a different context, the stationarity of a plotted time series can be assessed by simply counting the number of times the plot crosses the trend line linking the first and last observations. The 95 per cent critical value is conveniently approximated by twice the square root of the sample size. Despite its simplicity, the test has surprisingly good power.
URI:	http://hdl.handle.net/2262/64769
ISSN:	00129984
Appears in Collections:	Economic and Social Review Archive: Complete Collection 1969- The Economic and Social Review, Vol. 27, No. 2, January, 1996

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