Univariate Tests for Time Series Models

Häftad, Engelska, 1994

Del 99 i serien Quantitative Applications in the Social Sciences

804 kr

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Beskrivning

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

Produktinformation

Utgivningsdatum:1994-02-22
Mått:139 x 215 x 7 mm
Vikt:140 g
Format:Häftad
Språk:Engelska
Serie:Quantitative Applications in the Social Sciences
Antal sidor:104
Upplaga:1
Förlag:SAGE Publications
ISBN:9780803949911

Utforska kategorier

Sociologi inom Samhälle och politik

Mer om författaren

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).

Innehållsförteckning

IntroductionTesting for StationarityTesting for NormalityTesting for IndependenceTesting for Linear or Nonlinear DependenceLinear Model SpecificationNonlinear Model SpecificationTesting for Model OrderTesting for Residual ProcessComputational Methods for Performing the Tests