9780803949911: Univariate Tests for Time Series Models
Couverture souple
ISBN 10 : 080394991X ISBN 13 : 9780803949911
Editeur : SAGE Publications, Inc, 1994

Synopsis

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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
SAGE Publications, Inc
Date d'édition
1994
Langue
anglais
ISBN 10 
080394991X
ISBN 13 
9780803949911
Reliure
Broché
Nombre de pages
104
Coordonnées du fabricant
non disponible
Personne responsable
non disponible