Advertisement

Tests for Linearity and Gaussianity of Stationary Time Series

  • T. Subba Rao
  • M. M. Gabr
Part of the Lecture Notes in Statistics book series (LNS, volume 24)

Abstract

The assumptions that are commonly made in time series analysis; are
  1. (i)

    that the process is stationary, and

     
  2. (ii)

    that the process can be described by a linear model.

     

Keywords

Sunspot Number Stationary Time Series Linear Time Series Wolfer Sunspot Number Wolfer Sunspot 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • T. Subba Rao
    • 1
  • M. M. Gabr
    • 2
  1. 1.Department of MathematicsUniversity of ManchesterManchesterEngland
  2. 2.Department of MathematicsUniversity of AlexandriaAlexandriaEgypt

Personalised recommendations