Cantitate/Preț
Produs

Univariate Tests for Time Series Models

Autor Jeff B. Cromwell, Walter C. Labys, Michel Terraza
en Limba Engleză Paperback – 1994
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.
Citește tot Restrânge

Preț: 33782 lei

Puncte Express: 507

Preț estimativ în valută:
5969 6874$ 5167£

Carte tipărită la comandă

Livrare economică 11-25 mai


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

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

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.