What happens if BoxJenkins techniques are applied to time series that are nonstationary?

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What happens if Box–Jenkins techniques are applied to time series that are nonstationary?

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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Question Posted: May 29, 2018 04:08 AM

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What happens if BoxJenkins techniques are applied to time series that are nonstationary?

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Since the BJ method explicitly assumes that ...View the full answer

Basic Econometrics

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