Univariate Tests for Time Series Models, 1st Edition

Univariate Tests for Time Series Models, 1st Edition

Univariate Tests for Time Series Models, 1st Edition

eBook
Author(s):Jeffrey B. Cromwell
Format: Print PDF
Published year: 1993
Publisher: SAGE Publications
Language: English
ISBN: 9781452214108, 9780803949911

Summary

Taking a sequential approach to time-series model building, this 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 to illustrate each concept. The authors also provide advice on how to perform the tests using different software packages. "This provides a nice roadmap for those doing time series analysis, and the authors should be applauded for this... Their approach is straightforward and logical and I believe will be useful many practicing statisticians." --Technometrics Learn more about "The Little Green Book" - QASS Series! Click Here
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