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Univariate Tests for Time Series Models.
・ISBN 978-0-8039-4991-1 paper GB£ 40.99
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お気に入り
★★★
| 著者・編者 | Cromwell, Jeffrey B. / Labys, Walter C. / Terraza, Michel, |
|---|---|
| シリーズ | (Quantitative Applications in the Social Sciences) |
| 出版社 | (SAGE Publications Inc, US) |
| 出版年月 | 1994 |
| ページ数 | 104 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A01-71908＞ |
解説
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