Univariate Tests for Time Series Models by Cromwell, Jeff B.

Univariate Tests for Time Series Models (Paperback) (ISBN-13: 9780803949911)

Vendor: Jeff B. Cromwell
Product type: Books
Format: Paperback
$51.00
$51.00
$51.00
Subtotal: $51.00
Univariate Tests for Time Series Models by Cromwell, Jeff B.

Univariate Tests for Time Series Models

$51.00
Univariate Tests for Time Series Models by Cromwell, Jeff B.

Univariate Tests for Time Series Models

$51.00
Format: Paperback
Description
Description
x
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



Author: Jeff B. Cromwell
ISBN-10: 080394991X
ISBN-13: 9780803949911
Publisher: Sage Publications, Inc.
Language: English
Published: 01/01/1994
Pages: 104
Format: Paperback
Weight: 0.28lbs
Size: 7.98h x 6.02w x 0.24d
By Jeff B. Cromwell
By Jeff B. Cromwell
x

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).

Recently Viewed Products