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Unit Root Test
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Unit Root Test - Paperback

2010, ISBN: 9786130336769

Erscheinungsdatum: 01/2010, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Unit Root Test, Titelzusatz: Unit Root Test, Statistics, Mathematical Statistics, Probability The… More...

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Unit Root Test (2010, Taschenbuch) - Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
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Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken:

Unit Root Test (2010, Taschenbuch) - Paperback

2010, ISBN: 9786130336769

Neu, Festpreisangebot, [LT: FixedPrice], EAN: 9786130336769, Format: Taschenbuch, Anzahl der Seiten: 96 Seiten, Sprache: Englisch, Gewicht: 159g, Buchtitel: Unit Root Test, Betascript Pub… More...

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Unit Root Test Unit Root Test, Statistics, Mathematical Statistics, Probability Theory, Time Series, Autoregressive Model, Augmented Dickey-Fuller Test, Unit Root, Phillips-Perron Test - Surhone, Lambert M. (Herausgeber); Timpledon, Miriam T. (Herausgeber); Marseken, Susan F. (Herausgeber)
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Surhone, Lambert M. (Herausgeber); Timpledon, Miriam T. (Herausgeber); Marseken, Susan F. (Herausgeber):
Unit Root Test Unit Root Test, Statistics, Mathematical Statistics, Probability Theory, Time Series, Autoregressive Model, Augmented Dickey-Fuller Test, Unit Root, Phillips-Perron Test - new book

2010

ISBN: 6130336764

Kartoniert / Broschiert, mit Schutzumschlag neu, [PU:Betascript Publishers]

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Unit Root Test (2010, Taschenbuch)
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Unit Root Test (2010, Taschenbuch) - Paperback

2010, ISBN: 9786130336769

Neu, Festpreisangebot, [LT: FixedPrice], EAN: 9786130336769, Format: Taschenbuch, Anzahl der Seiten: 96 Seiten, Sprache: Englisch, 2010

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Unit Root Test - new book

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Unit Root Test
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9786130336769


High Quality Content by WIKIPEDIA articles! In statistics, a unit root test tests whether a time series variable is non-stationary using an autoregressive model. The most famous test is the augmented Dickey-Fuller test. Another test is the Phillips-Perron test. Both these tests use the existence of a unit root as the null hypothesis. In statistics and econometrics, an augmented Dickey-Fuller test is a test for a unit root in a time series sample. It is an augmented version of the Dickey-Fuller test for a larger and more complicated set of time series models. The augmented Dickey-Fuller statistic, used in the test, is a negative number. The more negative it is, the stronger the rejection of the hypothesis that there is a unit root at some level of confidence.

Details of the book - Unit Root Test


EAN (ISBN-13): 9786130336769
ISBN (ISBN-10): 6130336764
Hardcover
Paperback
Publishing year: 2010
Publisher: Betascript Publishers Jan 2010

Book in our database since 2008-09-05T23:24:14+01:00 (London)
Detail page last modified on 2022-01-25T08:36:03+00:00 (London)
ISBN/EAN: 9786130336769

ISBN - alternate spelling:
613-0-33676-4, 978-613-0-33676-9
Alternate spelling and related search-keywords:
Book author: surhone timpledon marseken, lambert surhone
Book title: the test time, unit one, theory probability, series

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