skip to content
Time series data analysis using EViews Preview this item
ClosePreview this item
Checking...

Time series data analysis using EViews

Author: I Gusti Ngurah Agung; Wiley InterScience (Online service)
Publisher: Singapore ; Hoboken, NJ : John Wiley & Sons (Asia), ©2009.
Series: Statistics in practice.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:

This book is a practical guide to selecting and applying the most appropriate time series model and analysis of data sets using EViews.

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Agung, I Gusti Ngurah.
Time series data analysis using EViews.
Singapore ; Hoboken, NJ : John Wiley & Sons (Asia), ©2009
(DLC) 2008035077
(OCoLC)230181047
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: I Gusti Ngurah Agung; Wiley InterScience (Online service)
ISBN: 9780470823699 0470823690 0470823674 9780470823675
OCLC Number: 520990514
Description: 1 online resource (xx, 609 pages) : illustrations.
Contents: Preface. 1 EViews workfile and descriptive data analysis. 1.1 What is the EViews workfile? 1.2 Basic options in EViews. 1.3 Creating a workfile. 1.4 Illustrative data analysis. 1.5 Special notes and comments. 1.6 Statistics as a sample space. 2 Continuous growth models. 2.1 Introduction. 2.2 Classical growth models. 2.3 Autoregressive growth models. 2.4. Residual tests. 2.5 Bounded autoregressive growth models. 2.6 Lagged variables or autoregressive growth models. 2.7 Polynomial growth model. 2.8 Growth models with exogenous variables. 2.9 A Taylor series approximation model. 2.10 Alternative univariate growth models. 2.11 Multivariate growth models. 2.12 Multivariate AR(p) GLM with trend. 2.13 Generalized multivariate models with trend. 2.14 Special notes and comments. 2.15 Alternative multivariate models with trend. 2.16 Generalized multivariate models with time-related effects. 3 Discontinuous growth models. 3.1 Introduction. 3.2 Piecewise growth models. 3.3 Piecewise S-shape growth models. 3.4 Two-piece polynomial bounded growth models. 3.5 Discontinuous translog linear AR(1) growth models. 3.6 Alternative discontinuous growth models. 3.7 Stability test. 3.8 Generalized discontinuous models with trend. 3.9 General two-piece models with time-related effects. 3.10 Multivariate models by states and time periods. 4 Seemingly causal models. 4.1 Introduction. 4.2 Statistical analysis based on a single time series. 4.3 Bivariate seemingly causal models. 4.4 Trivariate seemingly causal models. 4.5 System equations based on trivariate time series. 4.6 General system of equations. 4.7 Seemingly causal models with dummy variables. 4.8 General discontinuous seemingly causal models. 4.9 Additional selected seemingly causal models. 4.10 Final notes in developing models. 5 Special cases of regression models. 5.1 Introduction. 5.2 Specific cases of growth curve models. 5.3 Seemingly causal models. 5.4 Lagged variable models. 5.5 Cases based on the US domestic price of copper. 5.6 Return rate models. 5.7 Cases based on the BASICS workfile. 6 VAR and system estimation methods. 6.1 Introduction. 6.2 The VAR models. 6.3 The vector error correction models. 6.4 Special notes and comments. 7 Instrumental variables models. 7.1 Introduction. 7.2 Should we apply instrumental models? 7.3 Residual analysis in developing instrumental models. 7.4 System equation with instrumental variables. 7.5 Selected cases based on the US-DPOC data. 7.6 Instrumental models with time-related effects. 7.7 Instrumental seemingly causal models. 7.8 Multivariate instrumental models based on the US-DPOC. 7.9 Further extension of the instrumental models. 8 ARCH models. 8.1 Introduction. 8.2 Options of ARCH models. 8.3 Simple ARCH models. 8.4 ARCH models with exogenous variables. 8.5 Alternative GARCH variance series. 9 Additional testing hypotheses. 9.1 Introduction. 9.2 The unit root tests. 9.3 The omitted variables tests. 9.4 Redundant variables test (RV-test). 9.5 Nonnested test (NN-test). 9.6 The Ramsey RESET test. 9.7 Illustrative examples based on the Demo.wf1. 10 Nonlinear least squares models. 10.1 Introduction. 10.2 Classical growth models. 10.3 Generalized Cobb-Douglas models. 10.4 Generalized CES models. 10.5 Special notes and comments. 10.6 Other NLS models. 11 Nonparametric estimation methods. 11.1 What is the nonparametric data analysis. 11.2 Basic moving average estimates. 11.3 Measuring the best fit model. 11.4 Advanced moving average models. 11.5 Nonparametric regression based on a time series. 11.6 The local polynomial Kernel fit regression. 11.7 Nonparametric growth models. Appendix A: Models for a single time series. A.1 The simplest model. A.2 First-order autoregressive models. A.3 Second-order autoregressive model. A.4 First-order moving average model. A.5 Second-order moving average model. A.6 The simplest ARMA model. A.7 General ARMA model. Appendix B: Simple linear models. B.1 The simplest linear model. B.2 Linear model with basic assumptions. B.3 Maximum likelihood estimation method. B.4 First-order autoregressive linear model. B.5 AR(p) linear model. B.6 Alternative models. B.7 Lagged-variable model. B.8 Lagged-variable autoregressive models. B.9 Special notes and comments. Appendix C: General linear models. C.1 General linear model with i.i.d. Gaussian disturbances. C.2 AR(1) general linear model. C.3 AR(p) general linear model. C.4 General lagged-variable autoregressive model. C.5 General models with Gaussian errors. Appendix D: Multivariate general linear models. D.1 Multivariate general linear models. D.2 Moments of an endogenous multivariate. D.3 Vector autoregressive model. D.4 Vector moving average model. D.5 Vector autoregressive moving average model. D.6 Simple multivariate models with exogenous variables. D.7 General estimation methods. D.8 Maximum likelihood estimation for an MGLM. D.9 MGLM with autoregressive errors. References. Index.
Series Title: Statistics in practice.
Responsibility: I Gusti Ngurah Agung.
More information:

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/520990514> # Time series data analysis using EViews
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
    library:oclcnum "520990514" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/190818055#Place/singapore> ; # Singapore
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/si> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/190818055#Place/hoboken_nj> ; # Hoboken, NJ
    schema:about <http://dewey.info/class/519.55/e22/> ;
    schema:about <http://id.worldcat.org/fast/1151190> ; # Time-series analysis
    schema:about <http://id.worldcat.org/fast/901567> ; # Econometric models
    schema:bookFormat schema:EBook ;
    schema:contributor <http://viaf.org/viaf/140991175> ; # Wiley InterScience (Online service)
    schema:copyrightYear "2009" ;
    schema:creator <http://experiment.worldcat.org/entity/work/data/190818055#Person/agung_i_gusti_ngurah> ; # I Gusti Ngurah Agung
    schema:datePublished "2009" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/190818055> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/190818055#Series/statistics_in_practice> ; # Statistics in practice.
    schema:isSimilarTo <http://www.worldcat.org/oclc/230181047> ;
    schema:name "Time series data analysis using EViews"@en ;
    schema:productID "520990514" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/520990514#PublicationEvent/singapore_hoboken_nj_john_wiley_&_sons_asia_2009> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/190818055#Agent/john_wiley_&_sons_asia> ; # John Wiley & Sons (Asia)
    schema:url <http://onlinelibrary.wiley.com/book/10.1002/9780470823699> ;
    schema:url <http://dx.doi.org/10.1002/9780470823699> ;
    schema:url <http://www.myilibrary.com?id=238217> ;
    schema:url <http://catdir.loc.gov/catdir/toc/ecip0825/2008035077.html> ;
    schema:url <http://site.ebrary.com/id/10325821> ;
    schema:workExample <http://worldcat.org/isbn/9780470823675> ;
    schema:workExample <http://worldcat.org/isbn/9780470823699> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/520990514> ;
    .


Related Entities

<http://dx.doi.org/10.1002/9780470823699>
    rdfs:comment "An electronic book accessible through the World Wide Web; click for information" ;
    .

<http://experiment.worldcat.org/entity/work/data/190818055#Agent/john_wiley_&_sons_asia> # John Wiley & Sons (Asia)
    a bgn:Agent ;
    schema:name "John Wiley & Sons (Asia)" ;
    .

<http://experiment.worldcat.org/entity/work/data/190818055#Person/agung_i_gusti_ngurah> # I Gusti Ngurah Agung
    a schema:Person ;
    schema:familyName "Agung" ;
    schema:givenName "I. Gusti Ngurah" ;
    schema:name "I Gusti Ngurah Agung" ;
    .

<http://experiment.worldcat.org/entity/work/data/190818055#Series/statistics_in_practice> # Statistics in practice.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/520990514> ; # Time series data analysis using EViews
    schema:name "Statistics in practice." ;
    schema:name "Statistics in practice" ;
    .

<http://id.worldcat.org/fast/1151190> # Time-series analysis
    a schema:Intangible ;
    schema:name "Time-series analysis"@en ;
    .

<http://id.worldcat.org/fast/901567> # Econometric models
    a schema:Intangible ;
    schema:name "Econometric models"@en ;
    .

<http://onlinelibrary.wiley.com/book/10.1002/9780470823699>
    rdfs:comment "URL des Erstveröffentlichers" ;
    .

<http://viaf.org/viaf/140991175> # Wiley InterScience (Online service)
    a schema:Organization ;
    schema:name "Wiley InterScience (Online service)" ;
    .

<http://worldcat.org/isbn/9780470823675>
    a schema:ProductModel ;
    schema:isbn "0470823674" ;
    schema:isbn "9780470823675" ;
    .

<http://worldcat.org/isbn/9780470823699>
    a schema:ProductModel ;
    schema:isbn "0470823690" ;
    schema:isbn "9780470823699" ;
    .

<http://www.worldcat.org/oclc/230181047>
    a schema:CreativeWork ;
    rdfs:label "Time series data analysis using EViews." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/520990514> ; # Time series data analysis using EViews
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.