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TIME SERIES DATA ANALYSIS USING EVIEWS I Gusti Ngurah Agung GraduateSchoolOfManagement FacultyOfEconomicsUniversityOfIndonesia Ph.D.inBiostatisticsand MSc.inMathematicalStatisticsfrom UniversityofNorthCarolinaatChapelHill TIME SERIES DATA ANALYSIS USING EVIEWS TIME SERIES DATA ANALYSIS USING EVIEWS I Gusti Ngurah Agung GraduateSchoolOfManagement FacultyOfEconomicsUniversityOfIndonesia Ph.D.inBiostatisticsand MSc.inMathematicalStatisticsfrom UniversityofNorthCarolinaatChapelHill STATISTICS IN PRACTICE Series Advisory Editors Marian Scott UniversityofGlasgow,UK Stephen Senn UniversityofGlasgow,UK Founding Editor Vic Barnett NottinghamTrentUniversity,UK Statistics in Practice is an important international series of texts which provide detailed coverage of statistical concepts, methods and worked case studies in specific fields of investigation and study. Withsoundmotivationandmanyworkedpractical examples,thebooksshowin down-to-earth terms how to select and use an appropriate range of statistical techniques in a particular practical field within each title’s special topic area. The books provide statistical support for professionals and research workers across a range of employment fields and research environments. Subject areas covered include medicine and pharmaceutics; industry, finance and commerce; public services; the earth and environmental sciences, and so on. Thebooksalsoprovidesupporttostudentsstudyingstatisticalcoursesappliedto theaboveareas.Thedemandforgraduatestobeequippedfortheworkenvironment has led to such courses becoming increasingly prevalent at universities and colleges. It is our aim to present judiciously chosen and well-written workbooks to meet everydaypracticalneeds.Feedbackofviewsfromreaderswillbemostvaluableto monitor the success of this aim. A complete list of titles in this series appears at the end of the volume. Copyright#2009 JohnWiley&Sons(Asia)PteLtd,2ClementiLoop,#02-01, Singapore129809 Visit our Home Page on www.wiley.com AllRightsReserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystemor transmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording, scanning,orotherwise,exceptasexpresslypermittedbylaw,withouteitherthepriorwritten permissionofthePublisher,orauthorizationthroughpaymentoftheappropriatephotocopyfee totheCopyrightClearanceCenter.RequestsforpermissionshouldbeaddressedtothePublisher, JohnWiley&Sons(Asia)PteLtd,2ClementiLoop,#02-01,Singapore129809,tel:65-64632400, fax:65-64646912,email:[email protected] Designationsusedbycompaniestodistinguishtheirproductsareoftenclaimedastrademarks.Allbrand namesandproductnamesusedinthisbookaretradenames,servicemarks,trademarksorregistered trademarksoftheirrespectiveowners.ThePublisherisnotassociatedwithanyproductorvendor mentionedinthisbook.Alltrademarksreferredtointhetextofthispublicationarethepropertyof theirrespectiveowners. Thispublicationisdesignedtoprovideaccurateandauthoritativeinformationinregardtothesubject mattercovered.ItissoldontheunderstandingthatthePublisherisnotengagedinrenderingprofessional services.Ifprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetent professionalshouldbesought. ScreenshotsfromEViewsreproducedwithkindpermissionfromQuantitativeMicroSoftware, 4521CampusDrive,#336,Irvine,CA92612-2621,USA. OtherWileyEditorialOffices JohnWiley&Sons,Ltd,TheAtrium,SouthernGate,Chichester,WestSussex,PO198SQ,UK JohnWiley&SonsInc.,111RiverStreet,Hoboken,NJ07030,USA Jossey-Bass,989MarketStreet,SanFrancisco,CA94103-1741,USA Wiley-VCHVerlagGmbH,Boschstr.12,D-69469Weinheim,Germany JohnWiley&SonsAustraliaLtd,42McDougallStreet,Milton,Queensland4064,Australia JohnWiley&SonsCanadaLtd,6045FreemontBlvd,Mississauga,ONT,L5R4J3,Canada Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentthatappearsinprintmay notbeavailableinelectronicbooks. LibraryofCongressCataloging-in-PublicationData Agung,Ign. TimeseriesdataanalysisusingEViews/IgnAgung. p.cm. Includesbibliographicalreferencesandindex. ISBN978-0-470-82367-5(cloth) 1.Time-seriesanalysis.2.Econometricmodels.I.Title. QA280.A2652009 519.5’5–dc22 2008035077 ISBN978-0-470-82367-5(HB) Typesetin10/12ptTimesbyThomsonDigital,Noida,India. PrintedandboundinSingaporebyMarkonoPrintMediaPteLtd,Singapore. Thisbookisprintedonacid-freepaperresponsiblymanufacturedfromsustainableforestryinwhichat leasttwotreesareplantedforeachoneusedforpaperproduction. Dedicated to my wife Anak Agung Alit Mas, children Ningsih A. Chandra, Ratna E. Lefort, and Dharma Putra, sons in law Aditiawan Chandra, and Eric Lefort, daughter in law Refiana Andries, and all grand children Indra, Rama, Luana, Leonard, and Natasya

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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