Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series m
Labys (emeritus, West Virginia U.) describes new mathematical, statistical, and econometric methods for analyzing, modeling, and forecasting the prices of primary commodities on international markets
Taking a sequential approach to time-series model building, this easy-to-use and widely applicable book explores how to test for stationarity, normality, independence, linearity, model order, and prop