Univariate Tests for Time Series Models by Jeffrey B Cromwell

Univariate Tests for Time Series Models by Jeffrey B Cromwell

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

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).

SKU	Unavailable
ISBN 13	9780803949911
ISBN 10	080394991X
Title	Univariate Tests for Time Series Models
Author	Jeffrey B Cromwell
Series	Quantitative Applications In The Social Sciences
Condition	Unavailable
Binding Type	Paperback
Publisher	SAGE Publications Inc
Year published	1994-02-22
Number of pages	104
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.