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Univariate Tests for Time Series Models de Jeffrey B. Cromwell

Univariate Tests for Time Series Models: Quantitative Applications in the Social Sciences, cartea 99

Autor Jeffrey B. Cromwell, Walter C. Labys, Michel Terraza
en Limba Engleză Paperback – 21 feb 1994
Taking a sequential approach to time-series model building, this easy-to-use and widely applicable book explores how to test for stationarity, normality, independence, linearity, model order, and properties of the residual process. The authors clearly define each testing procedure and offer examples to illustrate each concept. They also offer sound advice on how to perform the tests using different software packages.
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Specificații

ISBN-13: 9780803949911
ISBN-10: 080394991X
Pagini: 104
Ilustrații: 1, black & white illustrations
Dimensiuni: 140 x 216 x 6 mm
Greutate: 0.13 kg
Ediția:1
Editura: SAGE Publications
Colecția Sage Publications, Inc
Seria Quantitative Applications in the Social Sciences

Locul publicării:Thousand Oaks, United States

Cuprins

Introduction
Testing for Stationarity
Testing for Normality
Testing for Independence
Testing for Linear or Nonlinear Dependence
Linear Model Specification
Nonlinear Model Specification
Testing for Model Order
Testing for Residual Process
Computational Methods for Performing the Tests

Notă biografică

Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.

Descriere

Taking a sequential approach to time-series model building, this easy-to-use and widely applicable book explores how to test for stationarity, normality, independence, linearity, model order, and properties of the residual process. The authors clearly define each testing procedure and offer examples to illustrate each concept. They also offer sound advice on how to perform the tests using different software packages.