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Time series data analysis using EViews

Agung, I. Gusti Ngurah.

Time series data analysis using EViews

Agung, I. Gusti Ngurah.

9780470823675

Agung, I. Gusti Ngurah.

xx, 609 pages : illustrations ; 24 cm.

Statistics in practice

Statistics in practice.

EViews workfile and descriptive data analysis -- Continuous growth models -- Discontinuous growth models -- Seemingly causal models -- Special cases of regression models -- VAR and system estimation methods -- Instrumental variables models -- ARCH models -- Additional testing hypotheses -- Nonlinear least squares models -- Nonparametric estimation methods -- Models for a single time series -- Simple linear models -- General linear models -- Multivariate general linear models.

"This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extedible to cross-section data sets." "An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource."--Jacket.

Time-series analysis.

Econometric models.

Zaman serileri analizi.

Ekonometrik modeller.

Table of contents http://catdir.loc.gov/catdir/toc/ecip0825/2008035077.html