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"Univariate Tests for Time Series Models"

♥ Book Title : Univariate Tests for Time Series Models
♣ Name Author : Jeff B. Cromwell
∞ Launching : 1994
◊ Info ISBN Link : 080394991X
⊗ Detail ISBN code : 9780803949911
⊕ Number Pages : Total 96 sheet
♮ News id : fHncWAbCt3MC

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☯ Full Synopsis : "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."Article| Jeff B. Cromwell| Statement ..."

"Univariate Tests for Time Series Models"

♥ Book Title : Univariate Tests for Time Series Models
♣ Name Author : Jeff B. Cromwell
∞ Launching : 1994
◊ Info ISBN Link : 080394991X
⊗ Detail ISBN code : 9780803949911
⊕ Number Pages : Total 96 sheet
♮ News id : V7XYzQEACAAJ

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☯ Full Synopsis : "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."Article| Jeff B. Cromwell| Statement ..."

"Univariate Tests for Time Series Models"

♥ Book Title : Univariate Tests for Time Series Models
♣ Name Author : Jeff B. Cromwell
∞ Launching : 1994
◊ Info ISBN Link : 080394991X
⊗ Detail ISBN code : 9780803949911
⊕ Number Pages : Total 96 sheet
♮ News id : 5dauzQEACAAJ

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☯ Full Synopsis : "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."Article| Jeff B. Cromwell| Statement ..."

"Multivariate Tests for Time Series Models"

♥ Book Title : Multivariate Tests for Time Series Models
♣ Name Author : Jeff B. Cromwell
∞ Launching : 1994
◊ Info ISBN Link : 0803954409
⊗ Detail ISBN code : 9780803954403
⊕ Number Pages : Total 98 sheet
♮ News id : _1Ohg5mPXLQC

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☯ Full Synopsis : "Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests."Article| Jeff B. Cromwell| Statement ..."

"Time Series Analysis Univariate and Multivariate Methods"

♥ Book Title : Time Series Analysis Univariate and Multivariate Methods
♣ Name Author : William W. S. Wei
∞ Launching : 2018-03-14
◊ Info ISBN Link : 0134995368
⊗ Detail ISBN code : 9780134995366
⊕ Number Pages : Total 648 sheet
♮ News id : _v-xswEACAAJ

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☯ Full Synopsis : "With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field."Article| William W. S. Wei| Statement ..."

"Forecasting, Structural Time Series Models and the Kalman Filter"

♥ Book Title : Forecasting, Structural Time Series Models and the Kalman Filter
♣ Name Author : Andrew C. Harvey
∞ Launching : 1990
◊ Info ISBN Link : 0521405734
⊗ Detail ISBN code : 9780521405737
⊕ Number Pages : Total 554 sheet
♮ News id : Kc6tnRHBwLcC

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☯ Full Synopsis : "A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoretical and applied concepts in modeling economic and social time series."Article| Andrew C. Harvey| Statement ..."

"Univariate Time Series Analysis with MATLAB"

♥ Book Title : Univariate Time Series Analysis with MATLAB
♣ Name Author : Perez M.
∞ Launching : 2016-06-26
◊ Info ISBN Link : 1534867066
⊗ Detail ISBN code : 9781534867062
⊕ Number Pages : Total 222 sheet
♮ News id : Lj3gDAEACAAJ

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☯ Full Synopsis : "Econometrics Toolbox(tm) provides functions for modeling economic data. You can select and calibrate economic models for simulation and forecasting. For time series modeling and analysis, the toolbox includes univariate ARMAX/GARCH composite models with several GARCH variants, multivariate VARMAX models, and cointegration analysis. It also provides methods for modeling economic systems using state-space models and for estimating using the Kalman filter. You can use a variety of diagnostic functions for model selection, including hypothesis, unit root, and stationarity tests. This book focuses on Univariate Time Series Analysis."Article| Perez M.| Statement ..."

"Elements of Multivariate Time Series Analysis"

♥ Book Title : Elements of Multivariate Time Series Analysis
♣ Name Author : Gregory C. Reinsel
∞ Launching : 2012-12-06
◊ Info ISBN Link : 9781468401981
⊗ Detail ISBN code : 146840198X
⊕ Number Pages : Total 263 sheet
♮ News id : To3kBwAAQBAJ

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☯ Full Synopsis : "The use of methods of time series analysis in the study of multivariate time series has become of increased interest in recent years. Although the methods are rather well developed and understood for univarjate time series analysis, the situation is not so complete for the multivariate case. This book is designed to introduce the basic concepts and methods that are useful in the analysis and modeling of multivariate time series, with illustrations of these basic ideas. The development includes both traditional topics such as autocovariance and auto correlation matrices of stationary processes, properties of vector ARMA models, forecasting ARMA processes, least squares and maximum likelihood estimation techniques for vector AR and ARMA models, and model checking diagnostics for residuals, as well as topics of more recent interest for vector ARMA models such as reduced rank structure, structural indices, scalar component models, canonical correlation analyses for vector time series, multivariate unit-root models and cointegration structure, and state-space models and Kalman filtering techniques and applications. This book concentrates on the time-domain analysis of multivariate time series, and the important subject of spectral analysis is not considered here. For that topic, the reader is referred to the excellent books by Jenkins and Watts (1968), Hannan (1970), Priestley (1981), and others."Article| Gregory C. Reinsel| Statement ..."

"An Introduction to State Space Time Series Analysis"

♥ Book Title : An Introduction to State Space Time Series Analysis
♣ Name Author : Jacques J. F. Commandeur
∞ Launching : 2007-07-19
◊ Info ISBN Link : 9780191607806
⊗ Detail ISBN code : 0191607800
⊕ Number Pages : Total 192 sheet
♮ News id : OCmljPYfgkUC

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☯ Full Synopsis : "Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level."Article| Jacques J. F. Commandeur| Statement ..."

"Multiple Time Series Models"

♥ Book Title : Multiple Time Series Models
♣ Name Author : Patrick T. Brandt
∞ Launching : 2007
◊ Info ISBN Link : 9781412906562
⊗ Detail ISBN code : 1412906563
⊕ Number Pages : Total 99 sheet
♮ News id : G9UkA8ZEzDkC

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☯ Full Synopsis : "Multiple Time Series Models introduces researchers and students to the different approaches to modeling multivariate time series data including simultaneous equations, ARIMA, error correction models, and vector autoregression. Authors Patrick T. Brandt and John T. Williams focus on vector autoregression (VAR) models as a generalization of these other approaches and discuss specification, estimation, and inference using these models."Article| Patrick T. Brandt| Statement ..."

"Time Series Models"

♥ Book Title : Time Series Models
♣ Name Author : Andrew C. Harvey
∞ Launching : 1981
◊ Info ISBN Link : UCSC:32106005233678
⊗ Detail ISBN code :
⊕ Number Pages : Total 229 sheet
♮ News id : BDK2AAAAIAAJ

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☯ Full Synopsis : "Stationary stochastic process and their properties in the time domain; The frequency domain; State space models and the kalman filter; Estimation of autoregressive moving average models; Model building and prediction; Selected topics in time series regression."Article| Andrew C. Harvey| Statement ..."

"Time Series Models for Business and Economic Forecasting"

♥ Book Title : Time Series Models for Business and Economic Forecasting
♣ Name Author : Philip Hans Franses
∞ Launching : 1998-10-15
◊ Info ISBN Link : 0521586410
⊗ Detail ISBN code : 9780521586412
⊕ Number Pages : Total 280 sheet
♮ News id : c_F7nS_6WiEC

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☯ Full Synopsis : "Time Series Models for Business and Economic Forecasting is the most up-to-date and accessible guide to one of the fastest growing areas in business and economic analysis. The author is regarded as one of the most accomplished econometricians in Europe and this book is based on his highly successful lecture program for multidisciplinary, graduate and upper level undergraduate students. Early chapters of the book focus on the typical features of time series data in business and economics. Later chapters are concerned with the discussion of some important concepts in time series analysis, the techniques that can be readily applied in practice, different modeling methods and model structures, multivariate time, and the common aspects across time series."Article| Philip Hans Franses| Statement ..."