You are here

Univariate Tests for Time Series Models
Share

Univariate Tests for Time Series Models



February 1994 | 104 pages | SAGE Publications, Inc
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.
 
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

Preview this book

For instructors

This book is not available as an inspection copy. For more information contact your local sales representative.

Select a Purchasing Option

ISBN: 9780803949911
£16.99

SAGE Research Methods is a research methods tool created to help researchers, faculty and students with their research projects. SAGE Research Methods links over 175,000 pages of SAGE’s renowned book, journal and reference content with truly advanced search and discovery tools. Researchers can explore methods concepts to help them design research projects, understand particular methods or identify a new method, conduct their research, and write up their findings. Since SAGE Research Methods focuses on methodology rather than disciplines, it can be used across the social sciences, health sciences, and more.

With SAGE Research Methods, researchers can explore their chosen method across the depth and breadth of content, expanding or refining their search as needed; read online, print, or email full-text content; utilize suggested related methods and links to related authors from SAGE Research Methods' robust library and unique features; and even share their own collections of content through Methods Lists. SAGE Research Methods contains content from over 720 books, dictionaries, encyclopedias, and handbooks, the entire “Little Green Book,” and "Little Blue Book” series, two Major Works collating a selection of journal articles, and specially commissioned videos.