Statistical Inference In Time Series Regression Models: Regression Analysis For Time Series - Softcover
Synopsis
This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive technique
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About the Author
He is present Faculty in Everest Educational Institute, Dubai, UAE.He is presently teaching Teaching CBSE, ISC, IB, IGCSE ‘O’ and ‘A’ Levels, and Test Preparations like SAT I/SAT II (Maths), AP Calculus/Statistics.He presented and published 6 papers in various journals /seminars /conferences .
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Statistical Inference In Time Series Regression Models
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LAP LAMBERT Academic Publishing Nov 2013, 2013
ISBN 10: 3659423971
ISBN 13: 9783659423970
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive technique 212 pp. Englisch. Seller Inventory # 9783659423970
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Statistical Inference In Time Series Regression Models
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Statistical Inference In Time Series Regression Models
Published by
LAP LAMBERT Academic Publishing Nov 2013, 2013
ISBN 10: 3659423971
ISBN 13: 9783659423970
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive techniqueVDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 212 pp. Englisch. Seller Inventory # 9783659423970
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Statistical Inference In Time Series Regression Models : Regression Analysis For Time Series
Published by
LAP LAMBERT Academic Publishing, 2013
ISBN 10: 3659423971
ISBN 13: 9783659423970
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive technique. Seller Inventory # 9783659423970
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