Advanced Time Series Data Analysis

About the Author

I have a Ph.D. degree in Biostatistics (1981) and a Master’s degree in Mathematical Statistics (1977) from the North Carolina University at Chapel Hill, NC, USA; a Master’s degree in Mathematics from New Mexico State University, Las Cruces, NM, USA; a degree in Mathematical Education (1962) from Hasanuddin University, Makassar, Indonesia; and a certificate from “Kursus B‐I/B‐II Ilmu Pasti” (B‐I/B‐II Courses in Mathematics), Yogyakarta, which is a five‐year non‐degree program in advanced mathematics. So, I would say that I have a good background knowledge in mathematical statistics as well as applied statistics. In my dissertation on biostatistics, I presented new findings, namely the Generalized Kendall’s tau, Generalized Pair Charts, and Generalized Simon’s Statistics, based on the data censored to the right.

Supported by my knowledge in mathematics, mathematical functions in particular, I can evaluate the limitations, hidden assumptions, or the unrealistic assumption(s) of all regression functions, such as the fixed effects models based on panel data, which are in fact ANCOVA models. As a comparison, Agung (2011a) presents several alternative acceptable ANCOVA models, in the statistical sense, and the worst ANCOVA models, in both theoretical and statistical senses.

Furthermore, based on my exercises and experiments in doing data analyses of various fields of study; such as finance, marketing, education, and population studies since 1981 when I worked at the ...