Univariate Tests for Time Series Models

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Author: Jeff B Cromwell
Publisher: SAGE Publications Inc
Edition: 1st Edition
ISBN-13: 9780803949911
Publishing year: December 1993
No of pages: 104
Weight: 140 grm
Language: English
Book binding: Paperback

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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.