| Time Series Data Analysis Using Eviews Contributor(s): Agung, I. Gusti Ngurah (Author) |
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ISBN: 0470823674 ISBN-13: 9780470823675 Publisher: Wiley OUR PRICE: $156.70 Product Type: Hardcover - Other Formats Published: April 2009 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Computers | Mathematical & Statistical Software - Mathematics | Probability & Statistics - Time Series |
| Dewey: 519.55 |
| LCCN: 2008035077 |
| Series: Statistics in Practice |
| Physical Information: 1.5" H x 6.3" W x 9.1" (2.25 lbs) 632 pages |