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Anotace knihy

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. In addition, it covers such topics as: joint stationarity; testing for cointegration; testing for causality; and model order and forecast accuracy. Related models explained include transfer function, vector autoregression and error correction models.

Parametry knihy

Zařazení knihy Knihy v angličtině Society & social sciences Sociology & anthropology Sociology

• Plný název: Multivariate Tests for Time Series Models
• Autor: Jeff B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 104
• EAN: 9780803954403
• ISBN: 0803954409
• ID: 04714226
• Nakladatelství: SAGE Publications Inc
• Hmotnost: 140 g
• Rozměry: 215 × 139 × 7 mm
• Datum vydání: 16. August 1994

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