Univariate Tests for Time Series Models

Univariate tests for time series models

📁 Univariate tests for time series models

✍ Jeff B. Cromwell, Walter C. Labys, Michel Terraza 📂 Library 📅 1994 🏛 SAGE 🌐 English

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

Multivariate Tests for Time Series Model

📁 Multivariate Tests for Time Series Models

✍ Jeff B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza 📂 Library 📅 1994 🏛 Sage Publications, Inc 🌐 English

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 a

Multivariate Tests for Time Series Model

📁 Multivariate Tests for Time Series Models

✍ Jeff B. Cromwell, Michael J. Hannan, Walter C. Labys, Michel Terraza 📂 Library 📅 1994 🏛 Sage 🌐 English

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.

Spectral Analysis for Univariate Time Se

📁 Spectral Analysis for Univariate Time Series

✍ Donald B. Percival, Andrew T. Walden 📂 Library 📅 2020 🏛 Cambridge University Press 🌐 English

Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric sci

Spectral Analysis for Univariate Time Se

📁 Spectral Analysis for Univariate Time Series

✍ Donald B. Percival, Andrew T. Walden 📂 Library 📅 2020 🏛 Cambridge University Press 🌐 English

Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric sci

Spectral analysis for univariate time se

📁 Spectral analysis for univariate time series

✍ Percival D.B., Walden A.T 📂 Library 📅 2020 🏛 Cambridge University Press 🌐 English

Univariate Tests for Time Series Models

✦ Synopsis