Univariate tests for time series models

Author(s)

• Cromwell, Jeff B.
• Labys, Walter C.
• Terraza, Michel

Bibliographic Information

Univariate tests for time series models

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

（Sage university papers series, . Quantitative applications in the social sciences ; no. 07-099）

Sage Publications, c1994

Note

Bibliography: p. 90-94

Description and Table of Contents

Description

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

Table of Contents

Introduction Testing for Stationarity Testing for Normality Testing for Independence Testing for Linear or Nonlinear Dependence Linear Model Specification Nonlinear Model Specification Testing for Model Order Testing for Residual Process Computational Methods for Performing the Tests

by "Nielsen BookData"

• NCID: BA22329637
• ISBN:
  • 080394991X
• LCCN: 93036737
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Thousand Oaks, Calif.
• Pages/Volumes: vi, 96 p.
• Size: 22 cm
• Classification:
  • NDC8 : 417.6
  • LCC : HA30.3
  • DC20 : 300/.1/51955
• Subject Headings:
  • LCSH : Social sciences -- Statistical methods
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA00656709