Univariate Tests for Time Series Models

Informationen zum Autor 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). Klappentext 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. Inhaltsverzeichnis 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

Dettagli sul prodotto

• Autori: Jeff B. Cromwell, Jeff B. Labys Cromwell, Jeffrey B. Cromwell, Jeffrey B. Labys Cromwell, Cromwell Jeffrey B., Walter C. Labys, Labys Walter C., Michel Terraza, Terraza Michel
• Editore: Sage Publications Ltd
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 22.02.1994
• EAN: 9780803949911
• ISBN: 978-0-8039-4991-1
• Pagine: 104
• Serie: Quantitative Applications in the Social Sciences; Quantitative Applications in t; Quantitative Applications in the Social Sciences; Quantitative Applications in t
• Categorie: Saggistica > Enciclopedie, opere di consultazione > Enciclopedie, lessici; Scienze sociali, diritto, economia > Sociologia > Teorie sociologiche; Social Theory, SOCIAL SCIENCE / Research, SOCIAL SCIENCE / Statistics, SOCIAL SCIENCE / Sociology / Social Theory, Social research & statistics, Social research and statistics