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Multivariate Tests for Time Series Models

1994 Social sciences
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Release : 1994
Genre : Social sciences
Kind : eBook
Book Rating : 403/5 ( reviews)

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Book Synopsis Multivariate Tests for Time Series Models by : Jeff B. Cromwell

Download or read book Multivariate Tests for Time Series Models written by Jeff B. Cromwell. This book was released on 1994. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Multivariate Time Series Analysis and Applications

2019-03-18 Mathematics
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Release : 2019-03-18
Genre : Mathematics
Kind : eBook
Book Rating : 853/5 ( reviews)

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Book Synopsis Multivariate Time Series Analysis and Applications by : William W. S. Wei

Download or read book Multivariate Time Series Analysis and Applications written by William W. S. Wei. This book was released on 2019-03-18. Available in PDF, EPUB and Kindle. Book excerpt: An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis—Univariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written by bestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering.

Multivariate Time Series Analysis

2013-11-11 Mathematics
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Release : 2013-11-11
Genre : Mathematics
Kind : eBook
Book Rating : 754/5 ( reviews)

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Book Synopsis Multivariate Time Series Analysis by : Ruey S. Tsay

Download or read book Multivariate Time Series Analysis written by Ruey S. Tsay. This book was released on 2013-11-11. Available in PDF, EPUB and Kindle. Book excerpt: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.

Time Series Analysis Univariate and Multivariate Methods

2018-03-14 Time-series analysis
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Release : 2018-03-14
Genre : Time-series analysis
Kind : eBook
Book Rating : 366/5 ( reviews)

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Book Synopsis Time Series Analysis Univariate and Multivariate Methods by : William W. S. Wei

Download or read book Time Series Analysis Univariate and Multivariate Methods written by William W. S. Wei. This book was released on 2018-03-14. Available in PDF, EPUB and Kindle. Book excerpt: With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.

Introduction to Multiple Time Series Analysis

2013-04-17 Business & Economics
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Release : 2013-04-17
Genre : Business & Economics
Kind : eBook
Book Rating : 910/5 ( reviews)

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Book Synopsis Introduction to Multiple Time Series Analysis by : Helmut Lütkepohl

Download or read book Introduction to Multiple Time Series Analysis written by Helmut Lütkepohl. This book was released on 2013-04-17. Available in PDF, EPUB and Kindle. Book excerpt:

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