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Item Details
| Title:
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UNIVARIATE TESTS FOR TIME SERIES MODELS
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| By: |
Jeffrey B. Cromwell, Walter C. Labys, Michel Terraza |
| Format: |
Paperback |
| List price:
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£36.99 |
| Our price: |
£33.29 |
| Discount: |
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| You save:
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£3.70 |
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| ISBN 10: |
080394991X |
| ISBN 13: |
9780803949911 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
SAGE PUBLICATIONS INC |
| Pub. date: |
14 December, 1993 |
| Series: |
Quantitative Applications in the Social Sciences |
| Pages: |
104 |
| Description: |
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. |
| Synopsis: |
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. |
| Publication: |
US |
| Imprint: |
SAGE Publications Inc |
| Returns: |
Returnable |
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