A Test of the First Difference Transformation in Time Series Models
扩展了1985年对Layson和Seaks的Box-Cox差分变换约束的检验，将其应用于含自回归项和移动平均误差的模型，基于拉格朗日乘子原理，并给出实证例子。
We extend our 1985 test of restrictions on Layson and Seaks' (1984) Box-Cox difference transformation to models with autoregressive terms and moving average errors. The tests are based on the Lagrange Multiplier principle. Several empirical examples are given.