| Article ID: | iaor1992763 |
| Country: | United Kingdom |
| Volume: | 19 |
| Start Page Number: | 502 |
| End Page Number: | 505 |
| Publication Date: | Nov 1991 |
| Journal: | OMEGA |
| Authors: | Jarrett J., Chen S. |
This note discusses the importance of a test to determine the degree of differencing necessary to achieve a stationary time series for forecasting. For the situation considered, the unit root detection process enables easy identification of the underlying ARIMA model, and thus ARIMA modelling can be applied more effectively.