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Viac informácií o knihe Multivariate Tests for Time Series Models

• Parametre knihy
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Nákupom získate 66 bodov

Anotácia 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Society & social sciences Sociology & anthropology Sociology

• Celý názov: Multivariate Tests for Time Series Models
• Autor: Jeff B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 104
• EAN: 9780803954403
• ISBN: 0803954409
• ID: 04714226
• Nakladateľ: SAGE Publications Inc
• Hmotnosť: 140 g
• Rozmery: 215 × 139 × 7 mm
• Dátum vydania: 16. August 1994

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