New PDF release: Time Series Data Analysis Using eViews

By I. Gusti Ngurah Agung

This ebook offers a hands–on functional advisor to utilizing the main appropriate types for research of statistical info units utilizing EViews – an interactive Windows–based software program application for classy info research, regression, and forecasting – to outline and try statistical hypotheses. wealthy in examples and with an emphasis on tips on how to enhance applicable statistical types, Time sequence facts research utilizing EViews is an ideal supplement to theoretical books providing statistical or econometric versions for time sequence info. The tactics brought are simply extendible to cross–section facts units.

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Additional resources for Time Series Data Analysis Using eViews

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1 Hypothesis of no serial correlation By clicking View/Residual Tests/Serial Correlation M Test . . 8 will appear. 1878. 187 81. 748 470 with df ¼ (1, 175), in a theoretical sense, then (t0)2 ¼ F0. 2 Hypothesis of the homogeneous residual term By selecting View/Residual Tests/White Heteroskedasticity . 9 on the left-hand side and the statistical results on the righthand side. 10, based on the chi-square- or F-statistics. 9). Note that the heteroskedasticity problem should be found in crosssection data, as well as cross-section over times and panel data, and not only in time series data.

Several scatter graphs between a selected endogenous variable and each of the numerical exogenous variables should be used in making the best possible model selection, even though it would be very subjective. In addition to these graphical representations, many alternative equations or types of time series models exist and will be presented in the following chapters. 6 Statistics as a sample space Corresponding to a time series {yt, t ¼ 1, 2, . . , T}, a statistic is defined as a real valued function of {y1, y2, .

17. This window should be used as a preliminary data evaluation, particularly for identifying new created variables and/or to edit selected values/scores, if it is needed. (3) By clicking View . . 18 can be seen, which shows (14 þ 2) alternative options, including two options for Descriptive Stats. (4) Click View/Descriptive Stats/Individual Samples . . 19 are obtained. 1. In this section the advantages of presenting a summary descriptive statistics will be discussed, as well as the use of the Jarque–Bera statistic, which is included in the descriptive statistics.

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Time Series Data Analysis Using eViews by I. Gusti Ngurah Agung


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