Univariate Tests for Time Series Models
Autor Jeff B. Cromwell, Walter C. Labys, Michel Terrazaen Limba Engleză Paperback – 1994
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Specificații
ISBN-13: 9780803949911
ISBN-10: 080394991X
Pagini: 104
Ilustrații: 1, black & white illustrations
Dimensiuni: 140 x 216 x 6 mm
Greutate: 0.14 kg
Ediția:1
Editura: Sage Publications, Inc
Locul publicării:Thousand Oaks, United States
ISBN-10: 080394991X
Pagini: 104
Ilustrații: 1, black & white illustrations
Dimensiuni: 140 x 216 x 6 mm
Greutate: 0.14 kg
Ediția:1
Editura: Sage Publications, Inc
Locul publicării:Thousand Oaks, United States
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Cuprins
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
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
Notă biografică
Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.
Descriere
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.