Michel Terraza – författare
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2 produkter
Univariate Tests for Time Series Models
Av Jeffrey B. Cromwell, Walter C. Labys m. fl.
Häftad, 1994
715 kr
Lägg i varukorg
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 …
Multivariate Tests for Time Series Models
Av Jeffrey B. Cromwell, Walter C. Labys m. fl.
Häftad, 1994
715 kr
Lägg i varukorg
Which time series test should a researcher chose to best describe the interactions among a set of time series variables? Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and …