Univariate tests for time series models /

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.

Bibliographic Details

Main Author:	Cromwell, Jeff B.
Other Authors:	Labys, Walter C., 1937-, Terraza, Michel
Format:	eBook
Language:	English
Published:	Thousand Oaks, Calif. ; London : SAGE, [1994]
Series:	Quantitative applications in the social sciences ; no. 07-99.
Subjects:	Social sciences > Statistical methods. Time-series analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book