Univariate tests for time series models [electronic resource] / Jeff B. Cromwell, Walter C. Labys, Michel Terraza.

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

Online Access:	Full Text (via SAGE)
Main Authors:	Cromwell, Jeff B. (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. 99.
Subjects:	Social sciences > Statistical methods. Time-series analysis.