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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Multivariate Tests for Time Series Models

Multivariate Tests for Time Series Models

Cromwell, Jeffrey B.
Labys, Walter C.
Hannan, Michael J.

Paperback

Series: Quantitative Applications in the Social Sciences, Book 100

General ReferenceGeneral Sociology

ISBN10: 0803954409
ISBN13: 9780803954403
Publisher: Sage Publications, Inc
Published: Jul 6 1994
Pages: 104
Weight: 0.28
Height: 0.26 Width: 6.02 Depth: 7.98
Language: English
Which time series test should a researcher chose to best describe the interactions among a set of time series variables? Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. Other topics it covers are joint stationarity, testing for cointegration, testing for Granger causality, and testing for model order, and forecast accuracy. Related models explained include transfer function, vector autoregression, error correction models, and others. Readers with a working knowledge of time series regression will find this helpful book accessible.


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