Time Series Data Analysis Using EViews. I. Gusti Ngurah Agung

Time Series Data Analysis Using EViews


Time.Series.Data.Analysis.Using.EViews.pdf
ISBN: 0470823674,9780470823675 | 635 pages | 16 Mb


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Time Series Data Analysis Using EViews I. Gusti Ngurah Agung
Publisher: Wiley




Lynx data series (1821–1934). Using the Eviews package software, the established model is a autoregressive model of order twelve, AR (12), which has also been used by many researchers [4]. I studied the method of Cochrane-Orcutt (CO), but http://forums.eviews.com/viewtopic.php?f=4&t= 793&p=2665&hilit=vec#p2663. Gusti Ngurah Agung “Time Series Data Analysis Using EViews” English | 2008-10-31 | ISBN: 0470823674 | 320 pages | PDF | 19 MB Do you want to recognize the most suitable models for analysis of statistical data sets? Through Eviews, you can do general statistical analyses, cross section or panel data analysis, time series data estimation and forecasting, presentation of graphics, simple data management and large-scale simulation of data. The chapters and sections of the book that particularly drew my attention were Coding for Predictive Modeling, Data preparation for Association and Sequence analysis, and Preparing Time Series Data with SAS Functions. I am trying to estimate using non-stationary time series data, which by using OLS gave a bad stats of presence of positive serial correlation. Such as the standard Linear Regression model, Binomial Logit model, Multinomial Logit model, Nested Logit model, Proportional Hazard model and Censored Regression model are used extensively for this sort of analysis using Eviews. TIME SERIES DATAANALYSIS USING EVIEWSI Gusti Ngurah AgungGraduate School Of ManagementFaculty Of Economics University Of IndonesiaPh.D. The motivation for using hybrid models comes from the assumption that either one cannot identify the true data-generating process or that a single model may not be totally sufficient to identify all the characteristics of the time series [2]. Trubador: EViews Expert: Posts: 760: Joined: Just surmise that rice and oil are not cointegrated, while corn and oil are cointegrated over the analysis period. 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. Much effort has been devoted to ..

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