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Univariate Tests for Time Series Models (Paperback) Loot Price: R1,239
Discovery Miles 12 390
Repayment Terms: R116 pm x 12*
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Univariate Tests for Time Series Models (Paperback): Jeffrey B. Cromwell, Walter C. Labys, Michel Terraza

Univariate Tests for Time Series Models (Paperback)

Jeffrey B. Cromwell, Walter C. Labys, Michel Terraza

Series: Quantitative Applications in the Social Sciences

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Loot Price R1,239 Discovery Miles 12 390 | Repayment Terms: R116 pm x 12*

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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

General

Imprint: Sage Publications Ltd
Country of origin: United States
Series: Quantitative Applications in the Social Sciences
Release date: February 1994
First published: December 1993
Authors: Jeffrey B. Cromwell • Walter C. Labys • Michel Terraza
Dimensions: 215 x 139 x 7mm (L x W x T)
Format: Paperback
Pages: 104
ISBN-13: 978-0-8039-4991-1
Categories: Books > Social sciences > Sociology, social studies > Social theory
Books > Social sciences > Sociology, social studies > Social research & statistics > General
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LSN: 0-8039-4991-X
Barcode: 9780803949911

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