| Description |
vi, 96 pages : illustrations ; 22 cm |
| Series |
Quantitative applications in the social sciences ; 99 |
|
Quantitative applications in the social sciences ; no. 99
|
| Contents |
Machine derived contents note: Introduction -- Testing for Stationarity -- Testing for Normality -- Testing for Independence -- Testing for Linear or Nonlinear Dependence -- Linear Model Specification -- Nonlinear Model Specification -- Testing for Model Order -- Testing for Residual Process -- Computational Methods for Performing the Tests |
| Summary |
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 |
| Analysis |
Statistical analysis |
|
Statistical analysis |
| Bibliography |
Includes bibliographical references (pages 90-94) |
| Notes |
Also available online |
| Subject |
Social sciences -- Statistical methods.
|
|
Time-series analysis.
|
|
Models, Statistical.
|
|
Social Sciences -- methods.
|
|
Social Sciences.
|
|
Statistics as Topic.
|
|
Stochastic Processes.
|
| Genre/Form |
Statistics.
|
| Author |
Labys, Walter C., 1937-
|
|
Terraza, Michel.
|
| LC no. |
93036737 |
| ISBN |
080394991X (pb) |
|
