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Univariate Tests for Time Series Models

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Univariate Tests for Time Series Models by Jeffrey B. Cromwell
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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. The authors clearly define each testing procedure and offer examples to illustrate each concept. They also offer sound advice on how to perform the tests using different software packages.

Author Biography

Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis. Michel Terraza is a science Professor of economics at Montpellier I University. He applied this decomposed measure when studying the wages inequalities in the Languedoc-Roussillon region (see the bibliography). He did it in collaboration with Francoise Seyte (Associate Professor) and Stephane Mussard (Assistant Professor).
Release date NZ
January 1st, 1994
Country of Publication
United States
SAGE Publications Inc
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