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Agung, I. Gusti Ngurah

Time Series Data Analysis Using EViews

Agung, I. Gusti Ngurah - Time Series Data Analysis Using EViews, ebook

114,10€

Ebook, ePUB with Adobe DRM
ISBN: 9781118176306
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This book is a practical guide to selecting and applying the most appropriate time series model and analysis of data sets using EViews. After introducing EViews workfiles and how to carry out descriptive data analysis, the book goes on to describe various models in detail (continuous growth, discontinuous growth, seemingly causal models, special cases of regression models, ARCH and GARCH models), all illustrated with a rich variety of examples and accompanied by helpful notes. Additional testing hypotheses are also explored and finally extension to a general form of nonlinear time series model is examined. Designed as a special guide for students and less experienced researchers it is a perfect complement to more theoretical books presenting statistical or econometric models for time series data.

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2009
Language
en
Edition
1
Page amount
320 pages
Category
Natural Sciences
Format
Ebook
eISBN (ePUB)
9781118176306
Printed ISBN
9780470823675

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