Multivariate tests for time series models [electronic resource] / Jeff B. Cromwell, Michael J. Hannan, Walter C. Labys & 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.

Bibliographic Details

Online Access:	Full Text (via SAGE)
Main Authors:	Cromwell, Jeff B. (Author), Hannan, Michael J. (Author), Labys, Walter C., 1937- (Author), Terraza, Michel (Author)
Format:	Electronic eBook
Language:	English
Published:	Thousand Oaks, Calif. : Sage Publications, ©1994.
Series:	Quantitative applications in the social sciences ; no. 07-100.
Subjects:	Time-series analysis. Social sciences > Statistical methods.