Multivariate Tests for Time Series Models
Jeff B. Cromwell,Walter C. Labys,Michael J. Hannan,Michel Terraza
Multivariate Tests for Time Series Models
Jeff B. Cromwell,Walter C. Labys,Michael J. Hannan,Michel Terraza
Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. In addition, it covers such topics as: joint stationarity; testing for cointegration; testing for causality; and model order and forecast accuracy. Related models explained include transfer function, vector autoregression and error correction models.
This item is not currently in-stock. It can be ordered online and is expected to ship in approx 2 weeks
Our stock data is updated periodically, and availability may change throughout the day for in-demand items. Please call the relevant shop for the most current stock information. Prices are subject to change without notice.
Sign in or become a Readings Member to add this title to a wishlist.