The Resource Multivariate tests for time series models, Jeff B. Cromwell [and others]

Multivariate tests for time series models, Jeff B. Cromwell [and others]

Label
Multivariate tests for time series models
Title
Multivariate tests for time series models
Statement of responsibility
Jeff B. Cromwell [and others]
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
Index
no index present
LC call number
HA30.3
LC item number
.M85 1994
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Cromwell, Jeff B
http://library.link/vocab/subjectName
  • Time-series analysis
  • Social sciences
  • Social Sciences
  • Statistics as Topic
  • Série chronologique
  • Sciences sociales
  • Modèles économétriques
  • Séries temporelles
  • Social sciences
  • Time-series analysis
  • Multivariate analyse
  • Tijdreeksen
  • Analise de series temporais
  • Séries chronologiques
  • Sciences sociales
Label
Multivariate tests for time series models, Jeff B. Cromwell [and others]
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 91-96)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Testing for Normality
  • Skewness and Kurtosis Test
  • Testing for Independence
  • Portmanteau Test
  • Pierce-Haugh Test
  • Testing for Cointegration
  • Cointegrating Regression Durbin-Watson (CRDW) Test
  • Dickey-Fuller (DF) Test
  • Augmented Dickey-Fuller (ADF) Test
  • Engle-Granger Tests
  • Relations Between Variables
  • Johansen Test
  • Granger-Lee Test
  • Testing for Causality
  • Granger Causality Test
  • Sims Test
  • Geweke-Meese-Dent Test
  • Pierce-Haugh Test
  • Geweke Test
  • Multivariate Linear Model Specification
  • Transfer Function Models (TF)
  • Joint Stationarity
  • Vector Autoregressive Models (VAR)
  • Vector Moving Average Models (VMA)
  • Testing Decompositions and Impulse Functions
  • Bayesian Vector Autoregressive Models (BVAR)
  • Vector Autoregressive Moving Average Models (VARMA)
  • Error Correction Models (ECM)
  • State-Space Models
  • Multivariate Nonlinear Models
  • Feedforward Neural Networks
  • Model Order and Forecast Accuracy
  • Covariance and Correlation
  • Testing for Model Order
  • Testing for Forecast Accuracy
  • Accuracy of Individual Models
  • Nonparametric Tests
  • Comparative Accuracy Across Models
  • Computational Methods for Performing the Tests
  • Statistical Tables
  • Critical Values for the Dickey-Fuller Test
  • Critical Values and Power of the Engle-Granger Test
  • Time Series Tests and Model Building
  • Testing for Joint Stationarity, Normality, and Independence
  • Testing for Joint Stationarity
  • Fountis-Dickey Test
  • Transformations
Dimensions
22 cm.
Extent
vi, 98 pages
Isbn
9780803954403
Isbn Type
(pbk.)
Lccn
94007961
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)30078968
  • (OCoLC)ocm30078968
Label
Multivariate tests for time series models, Jeff B. Cromwell [and others]
Publication
Bibliography note
Includes bibliographical references (p. 91-96)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Testing for Normality
  • Skewness and Kurtosis Test
  • Testing for Independence
  • Portmanteau Test
  • Pierce-Haugh Test
  • Testing for Cointegration
  • Cointegrating Regression Durbin-Watson (CRDW) Test
  • Dickey-Fuller (DF) Test
  • Augmented Dickey-Fuller (ADF) Test
  • Engle-Granger Tests
  • Relations Between Variables
  • Johansen Test
  • Granger-Lee Test
  • Testing for Causality
  • Granger Causality Test
  • Sims Test
  • Geweke-Meese-Dent Test
  • Pierce-Haugh Test
  • Geweke Test
  • Multivariate Linear Model Specification
  • Transfer Function Models (TF)
  • Joint Stationarity
  • Vector Autoregressive Models (VAR)
  • Vector Moving Average Models (VMA)
  • Testing Decompositions and Impulse Functions
  • Bayesian Vector Autoregressive Models (BVAR)
  • Vector Autoregressive Moving Average Models (VARMA)
  • Error Correction Models (ECM)
  • State-Space Models
  • Multivariate Nonlinear Models
  • Feedforward Neural Networks
  • Model Order and Forecast Accuracy
  • Covariance and Correlation
  • Testing for Model Order
  • Testing for Forecast Accuracy
  • Accuracy of Individual Models
  • Nonparametric Tests
  • Comparative Accuracy Across Models
  • Computational Methods for Performing the Tests
  • Statistical Tables
  • Critical Values for the Dickey-Fuller Test
  • Critical Values and Power of the Engle-Granger Test
  • Time Series Tests and Model Building
  • Testing for Joint Stationarity, Normality, and Independence
  • Testing for Joint Stationarity
  • Fountis-Dickey Test
  • Transformations
Dimensions
22 cm.
Extent
vi, 98 pages
Isbn
9780803954403
Isbn Type
(pbk.)
Lccn
94007961
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)30078968
  • (OCoLC)ocm30078968

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