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Multivariate Tests for Time Series Models
Engelsk
Bogcover for Multivariate Tests for Time Series Models af Michel Terraza, Walter C. Labys, Jeffrey B. Cromwell, Michael J. Hannan, 9780803954403
Specifikationer
Sprog:
Engelsk
Sider:
104
ISBN-13:
9780803954403
Indbinding:
Paperback
ISBN-10:
0803954409
Kategori:
Udg. Dato:
16 aug 1994
Størrelse i cm:
21,5 x 13,9
Oplagsdato:
16 aug 1994
Paperback 1994
Format:

Bog beskrivelse
Which time series test should a researcher chose to best describe the interactions among a set of time series variables? Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. Other topics it covers are joint stationarity, testing for cointegration, testing for Granger causality, and testing for model order, and forecast accuracy. Related models explained include transfer function, vector autoregression, error correction models, and others. Readers with a working knowledge of time series regression will find this helpful book accessible.
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Specifikationer
Sprog:
Engelsk
Sider:
104
ISBN-13:
9780803954403
Indbinding:
Paperback
ISBN-10:
0803954409
Kategori:
Udg. Dato:
16 aug 1994
Størrelse i cm:
21,5 x 13,9
Oplagsdato:
16 aug 1994
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