Time Series Data Analysis Using EViews 

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.

Sobre el autor

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 Ph D in biostatistics from the University of North Carolina at Chapel Hill.