Testing the assumption of Linearity

Theodore Panagiotidis ()

Economics Bulletin, 2002, vol. 3, issue 29, pages 1-9

Abstract: The assumption of linearity is tested using five statistical tests for the US and the Canadian unemployment rates. An AR(p) model was used to remove any linear structure from the series. Strong evidence in favour of non-linearity was found in the case of Canada. The result for the US is not so clear cut.

Keywords: non-linearity; unemployment rate (search for similar items in EconPapers)
JEL-codes: C2 C5 (search for similar items in EconPapers)
Date: 2002-12-05
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