Univariate Tests for Time Series Models

Name: Univariate Tests for Time Series Models
SKU: 2067222
Price: 109.99 AUD
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Paperback / softback

Series:

Quantitative Applications in the Social Sciences

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Description

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.

Author Biography:

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).

Release date Australia

February 22nd, 1994

Author

Audience

Professional & Vocational

Pages

104

Series

Quantitative Applications in the Social Sciences

Dimensions

140x216x6

ISBN-13

9780803949911

Product ID

2067222

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