Search: Trend
RBA Glossary definition for Trend
Trend – A trend series is a seasonally adjusted series that has been further adjusted to remove irregular effects and �smooth� out the series to show the overall �trend� of the data over time. This series is usually provided by the Australian Bureau of Statistics.
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Appendix 2: Test Procedures
1 Dec 1993
RDP
9314
A time trend is also included in equation (2) to test for the presence of a deterministic trend. ... where T indicates a time trend and B is the time value of the break with TB=0 for T<B, and.
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
The Data and Their Order of Integration
1 Dec 1993
RDP
9314
t. procedure but I(0) around a deterministic trend under the ADF procedure. ... least one break in the level or in the slope of its trend.
https://www.rba.gov.au/publications/rdp/1993/9314/data-order-integration.html
Cointegration
1 Dec 1993
RDP
9314
As expected, there were more cases of cointegration when money and income were defined in nominal values, due to a common price trend, but this was insubstantial, with cointegration occurring only ... The unit root tests indicated that the reserves
https://www.rba.gov.au/publications/rdp/1993/9314/cointegration.html
Introduction
1 Dec 1993
RDP
9314
Figure 1, which plots both the ratio of M3 to GDP and its trend based on its behaviour over the 1960s and 1970s, provides one illustration of the sometimes sharp and
https://www.rba.gov.au/publications/rdp/1993/9314/introduction.html