Univariate Tests for Time Series Models: 99 (Quantitative Applications in the Social Sciences) - Softcover

Jeff Cromwell; Walter Labys; Michel Terraza

Softcover

ISBN 10: 080394991X ISBN 13: 9780803949911

Verlag: SAGE Publications, Inc, 1994

Inhaltsangabe

Taking a sequential approach to time-series model building, this 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. The authors also provide advice on how to perform the tests using different software packages. "This provides a nice roadmap for those doing time series analysis, and the authors should be applauded for this... Their approach is straightforward and logical and I believe will be useful many practicing statisticians." --Technometrics

Über diesen Titel

Über die Autorinnen und Autoren

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

Michel Terraza is a science Professor of economics at Montpellier I University. He applied this decomposed measure when studying the wages inequalities in the Languedoc-Roussillon region (see the bibliography). He did it in collaboration with Françoise Seyte (Associate Professor) and Stéphane Mussard (Assistant Professor).

Details zur Ausgabe

• Verlag: SAGE Publications, Inc
• Erscheinungsdatum: 1994
• Sprache: Englisch
• ISBN 10: 080394991X
• ISBN 13: 9780803949911
• Einband: Tapa blanda
• Auflage: 1
• Anzahl der Seiten: 104
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar