Univariate tests for time series models
Jeff B. Cromwell, Walter C. Labys, Michel Terraza
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.
Thể loại:
Năm:
1994
In lần thứ:
1
Nhà xuát bản:
SAGE
Ngôn ngữ:
english
ISBN 10:
080394991X
File:
EPUB, 658 KB
IPFS:
,
english, 1994