Agung Time Series Data Analysis Using EViews

1. Auflage 2011
ISBN: 978-1-118-17630-6
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 632 Seiten, E-Book

Do you want to recognize the most suitable models for analysisof statistical data sets?
This book provides a hands-on practical guide to using the mostsuitable models for analysis of statistical data sets using EViews- an interactive Windows-based computer software program forsophisticated data analysis, regression, and forecasting - todefine and test statistical hypotheses. Rich in examples and withan emphasis on how to develop acceptable statistical models, TimeSeries Data Analysis Using EViews is a perfect complement totheoretical books presenting statistical or econometric models fortime series data. The procedures introduced are easily extendibleto cross-section data sets.
The author:
* Provides step-by-step directions on how to apply EViewssoftware to time series data analysis
* Offers guidance on how to develop and evaluate alternativeempirical models, permitting the most appropriate to be selectedwithout the need for computational formulae
* Examines a variety of times series models, including continuousgrowth, discontinuous growth, seemingly causal, regression, ARCH,and GARCH as well as a general form of nonlinear time series andnonparametric models
* Gives over 250 illustrative examples and notes based on theauthor's own empirical findings, allowing the advantages andlimitations of each model to be understood
* Describes the theory behind the models in comprehensiveappendices
* Provides supplementary information and data sets
An essential tool for advanced undergraduate and graduatestudents taking finance or econometrics courses. Statistics, lifesciences, and social science students, as well as appliedresearchers, will also find this book an invaluable resource.

Autoren/Hrsg.

Agung

Über Autor(innen)

I Gusti Ngurah Agung is a Lecturer and Academic Advisor at the Graduate School of Management, Faculty of Economics at the University of Indonesia. He has been teaching mathematical statistics and applied statistics since 1960 at the Makassar Public University as well as Hassanudin University, Makassar, and since 2006 at the Graduate School of Planning, Strategy and Public Policy, University of Indonesia. Agung has authored more than 10 pocket books in applied statistics (in Indonesian). He holds a BSc in Mathematical Education from Hassanudin University, a Masters in Mathematics from the New Mexico State University and a second Masters in mathematical statistics as well as a PhD in biostatistics from the University of North Carolina at Chapel Hill.