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書名 Multivariate tests for time series models / Jeff B. Cromwell [and others]
出版項 Thousand Oaks, Calif. : Sage Publications, 1994
國際標準書號 0803954409 (paperback)
9780803954403 (paperback)
book jacket
館藏地 索書號 處理狀態 OPAC 訊息 條碼
 數學所圖書室  HA30.3 M85 1994    在架上    30340200311698
 歐美所圖書館  300 Sa18  no.100    在架上    30500100758898
 人社中心  H61 Q1 v.100    在架上    30560400147812
 民族所圖書館  H61 Q1 v.100    在架上    30520020487824
 統計所圖書館圖書區I  HA30.3 M85 1994    在架上    30570000090783
說明 vi, 98 pages ; 22 cm
text txt rdacontent
unmediated n rdamedia
volume nc rdacarrier
系列 Sage university papers series. Quantitative applications in the social sciences ; no. 07-100
Quantitative applications in the social sciences ; 100
附註 Includes bibliographical references (pages 91-96)
Relations Between Variables -- Joint Stationarity -- Covariance and Correlation -- Time Series Tests and Model Building -- Testing for Joint Stationarity, Normality, and Independence -- Testing for Joint Stationarity -- Fountis-Dickey Test -- Transformations -- Testing for Normality -- Skewness and Kurtosis Test -- Testing for Independence -- Portmanteau Test -- Pierce-Haugh Test -- Testing for Cointegration -- Cointegrating Regression Durbin-Watson (CRDW) Test -- Dickey-Fuller (DF) Test -- Augmented Dickey-Fuller (ADF) Test -- Engle-Granger Tests -- Johansen Test -- Granger-Lee Test -- Testing for Causality -- Granger Causality Test -- Sims Test -- Geweke-Meese-Dent Test -- Pierce-Haugh Test -- Geweke Test -- Multivariate Linear Model Specification -- Transfer Function Models (TF) -- Vector Autoregressive Models (VAR) -- Vector Moving Average Models (VMA) -- Testing Decompositions and Impulse Functions -- Bayesian Vector Autoregressive Models (BVAR) -- Vector Autoregressive Moving Average Models (VARMA) -- Error Correction Models (ECM) -- State-Space Models -- Multivariate Nonlinear Models -- Feedforward Neural Networks -- Model Order and Forecast Accuracy -- Testing for Model Order -- Testing for Forecast Accuracy -- Accuracy of Individual Models -- Nonparametric Tests -- Comparative Accuracy Across Models -- Computational Methods for Performing the Tests -- Statistical Tables -- Critical Values for the Dickey-Fuller Test -- Critical Values and Power of the Engle-Granger Test
鏈接 Online version: Multivariate tests for time series models. Thousand Oaks, Calif. : Sage Publications, 1994 (OCoLC)655056683
主題 Time-series analysis
Social sciences -- Statistical methods
Alt Author Cromwell, Jeff B
Vari Title Sage university papers series. Quantitative applications in the social sciences. no. 07-100, Multivariate tests for time series models
Quantitative applications in the social sciences. 100, Multivariate tests for time series models
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