Book description
Do you want to recognize the most suitable models for analysis of
statistical data sets?
This book provides a hands-on practical guide to using the most
suitable models for analysis of statistical data sets using EViews -
an interactive Windows-based computer software program for
sophisticated data analysis, regression, and forecasting - to define
and test statistical hypotheses. 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. The
procedures introduced are easily extendible to cross-section data sets.
The author:
- Provides step-by-step directions on how to apply EViews software
to time series data analysis
- Offers guidance on how to develop and evaluate alternative
empirical models, permitting the most appropriate to be selected
without the need for computational formulae
- Examines a variety of times series models, including continuous
growth, discontinuous growth, seemingly causal, regression, ARCH,
and GARCH as well as a general form of nonlinear time series and
nonparametric models
- Gives over 250 illustrative examples and notes based on the
author's own empirical findings, allowing the advantages and
limitations of each model to be understood
- Describes the theory behind the models in comprehensive appendices
- Provides supplementary information and data sets
An essential tool for advanced undergraduate and graduate students
taking finance or econometrics courses. Statistics, life sciences, and
social science students, as well as applied researchers, will also
find this book an invaluable resource.
I Gusti Ngurah Agung is a Lecturer and Academic
Advisor at the Graduate School of Management, Faculty of Economics at
the University of Indonesia. He has been teaching mathematical
statistics and applied statistics since 1960 at the Makassar Public
University as well as Hassanudin University, Makassar, and since 2006
at the Graduate School of Planning, Strategy and Public Policy,
University of Indonesia. Agung has authored more than 10 pocket books
in applied statistics (in Indonesian). He holds a BSc in Mathematical
Education from Hassanudin University, a Masters in Mathematics from
the New Mexico State University and a second Masters in mathematical
statistics as well as a PhD in biostatistics from the University of
North Carolina at Chapel Hill.
