Testing for common trends and patterns in functional time series data

Li Chen and Xiu Xu

Economics Letters, 2025, vol. 254, issue C

Abstract: This paper proposes a test to examine common trends and common patterns in functional time series data (FTSD). We provide asymptotic results of the test and show that the test has reasonable size and power in finite samples by Monte Carlo simulations.

Keywords: Functional time series; Common trend; Common pattern; Statistical test; Nonparametric kernel estimation (search for similar items in EconPapers)
JEL-codes: C14 C22 (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002770

DOI: 10.1016/j.econlet.2025.112440

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