| Univariate Tests for Time Series Models Contributor(s): Cromwell, Jeffrey B. (Author), Labys, Walter C. (Author), Terraza, Michel (Author) |
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ISBN: 080394991X ISBN-13: 9780803949911 Publisher: Sage Publications, Inc OUR PRICE: $39.90 Product Type: Paperback - Other Formats Published: December 1993 Annotation: 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 |
| Additional Information |
| BISAC Categories: - Social Science | Methodology - Reference | Research - Social Science | Research |
| Dewey: 300.151 |
| LCCN: 93036737 |
| Series: Quantitative Applications in the Social Sciences |
| Physical Information: 0.24" H x 6.02" W x 7.98" (0.28 lbs) 104 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |
Contributor Bio(s): Cromwell, Jeffrey B.: - Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis. Terraza, Michel: - 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). |