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Univariate Tests for Time Series Models

Univariate Tests for Time Series Models

Paperback

Series: Quantitative Applications in the Social Sciences, Book 99

General ReferenceGeneral Sociology

ISBN10: 080394991X
ISBN13: 9780803949911
Publisher: Sage Publications, Inc
Published: Dec 14 1993
Pages: 104
Weight: 0.28
Height: 0.24 Width: 6.02 Depth: 7.98
Language: English
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

Also from

Cromwell, Jeffrey B.

Also in

General Sociology