Univariate Tests for Time Series Models

Labys Walter C. Terraza Michel Cromwell Jeff B.

ISBN 10: 080394991X / ISBN 13: 9780803949911

Verlag: Sage Publications, 1994

Beschreibung

PRINT ON DEMAND pp. 104.

Bestandsnummer des Verkäufers 18560720

Bibliografische Details

• Titel: Univariate Tests for Time Series Models
• Verlag: Sage Publications
• Erscheinungsjahr: 1994
• Sprache: Englisch
• ISBN-10: 080394991X
• ISBN-13: 9780803949911
• Einband: Softcover
• Zustand: New

Über diesen Titel

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 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).